9.45Open9.90Pre Close3 Volume158 Open Interest125.00Strike Price2.49KTurnover32.29%IV1.82%PremiumDec 20, 2024Expiry Date5.33Intrinsic Value100Multiplier23DDays to Expiry2.38Extrinsic Value100Contract SizeAmericanOptions Type0.7260Delta0.0315Gamma17.85Leverage Ratio-0.0876Theta0.0549Rho12.96Eff Leverage0.1091Vega