4.50Open6.70Pre Close2.64K Volume5.25K Open Interest70.00Strike Price2.40MTurnover108.11%IV3.32%PremiumDec 20, 2024Expiry Date9.27Intrinsic Value100Multiplier5DDays to Expiry2.63Extrinsic Value100Contract SizeAmericanOptions Type0.8460Delta0.0228Gamma7.77Leverage Ratio-0.2371Theta0.0084Rho6.57Eff Leverage0.0228Vega