0.35Open0.47Pre Close78 Volume781 Open Interest21.00Strike Price2.45KTurnover40.19%IV0.67%PremiumOct 11, 2024Expiry Date0.14Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.6393Delta0.9938Gamma90.70Leverage Ratio-0.0962Theta-0.0003Rho-57.98Eff Leverage0.0035Vega