3.35Open2.55Pre Close8 Volume2.04K Open Interest105.00Strike Price2.42KTurnover28.69%IV0.64%PremiumDec 20, 2024Expiry Date2.34Intrinsic Value100Multiplier5DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type-0.7286Delta0.0927Gamma35.71Leverage Ratio-0.1036Theta-0.0098Rho-26.02Eff Leverage0.0418Vega