3.53Open3.35Pre Close7 Volume387 Open Interest8.00Strike Price2.47KTurnover257.99%IV0.89%PremiumDec 20, 2024Expiry Date3.49Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.9719Delta0.0538Gamma1.29Leverage Ratio-0.0069Theta-0.0006Rho-1.25Eff Leverage0.0003Vega