0.40Open0.35Pre Close86 Volume406 Open Interest101.00Strike Price2.48KTurnover32.35%IV3.84%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.1621Delta0.0689Gamma395.32Leverage Ratio-0.1055Theta-0.0018Rho-64.09Eff Leverage0.0270Vega