3.20Open2.58Pre Close7 Volume86 Open Interest110.00Strike Price2.45KTurnover63.45%IV2.07%PremiumSep 20, 2024Expiry Date1.64Intrinsic Value100Multiplier2DDays to Expiry2.31Extrinsic Value100Contract SizeAmericanOptions Type0.6257Delta0.0662Gamma34.89Leverage Ratio-0.5194Theta0.0043Rho21.83Eff Leverage0.0342Vega