2.50Open2.25Pre Close9 Volume325 Open Interest69.00Strike Price2.34KTurnover11.77%IV0.24%PremiumDec 20, 2024Expiry Date2.49Intrinsic Value100Multiplier15DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.9404Delta0.0687Gamma26.88Leverage Ratio-0.0142Theta0.0271Rho25.27Eff Leverage0.0173Vega