24.53Open28.40Pre Close1 Volume3 Open Interest194.00Strike Price2.45KTurnover90.89%IV0.09%PremiumJul 26, 2024Expiry Date24.33Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.9902Delta0.0023Gamma8.95Leverage Ratio-0.0655Theta0.0061Rho8.86Eff Leverage0.0032Vega