9.45Open9.90Pre Close3 Volume158 Open Interest125.00Strike Price2.49KTurnover32.47%IV1.69%PremiumDec 20, 2024Expiry Date5.50Intrinsic Value100Multiplier23DDays to Expiry2.20Extrinsic Value100Contract SizeAmericanOptions Type0.7206Delta0.0315Gamma17.06Leverage Ratio-0.0882Theta0.0549Rho12.29Eff Leverage0.1105Vega