2.56Open0.90Pre Close170 Volume13.18K Open Interest235.00Strike Price2.47KTurnover85.52%IV8.10%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0141Delta0.0036Gamma5113.20Leverage Ratio-0.2148Theta-0.0001Rho-72.26Eff Leverage0.0042Vega