0.27Open0.33Pre Close104 Volume335 Open Interest95.00Strike Price2.45KTurnover10.19%IV0.60%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.3410Delta0.4364Gamma498.00Leverage Ratio-0.0638Theta0.0024Rho169.84Eff Leverage0.0302Vega