3.78Open3.20Pre Close6 Volume14 Open Interest177.50Strike Price2.49KTurnover46.70%IV1.44%PremiumNov 8, 2024Expiry Date1.87Intrinsic Value100Multiplier3DDays to Expiry2.53Extrinsic Value100Contract SizeAmericanOptions Type-0.5905Delta0.0537Gamma45.03Leverage Ratio-0.5311Theta-0.0077Rho-26.59Eff Leverage0.0603Vega