0.55Open0.73Pre Close46 Volume455 Open Interest78.00Strike Price2.47KTurnover31.72%IV1.18%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.4687Delta0.1882Gamma103.71Leverage Ratio-0.1793Theta0.0026Rho48.61Eff Leverage0.0265Vega