3.35Open2.55Pre Close8 Volume2.04K Open Interest105.00Strike Price2.42KTurnover29.77%IV0.64%PremiumDec 20, 2024Expiry Date2.34Intrinsic Value100Multiplier5DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type-0.7294Delta0.0927Gamma35.71Leverage Ratio-0.1125Theta-0.0092Rho-26.05Eff Leverage0.0401Vega