24.51Open24.94Pre Close1 Volume903 Open Interest415.00Strike Price2.45KTurnover27.68%IV0.26%PremiumDec 20, 2024Expiry Date23.37Intrinsic Value100Multiplier4DDays to Expiry1.14Extrinsic Value100Contract SizeAmericanOptions Type0.9749Delta0.0048Gamma18.71Leverage Ratio-0.1258Theta0.0417Rho18.24Eff Leverage0.0262Vega