2.40Open2.22Pre Close16 Volume352 Open Interest130.00Strike Price3.84KTurnover38.72%IV6.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry2.40Extrinsic Value100Contract SizeAmericanOptions Type-0.2817Delta0.0254Gamma54.67Leverage Ratio-0.0934Theta-0.0234Rho-15.40Eff Leverage0.1161Vega