0.32Open0.73Pre Close27 Volume108 Open Interest30.00Strike Price2.45KTurnover263.14%IV0.10%PremiumAug 16, 2024Expiry Date0.66Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8849Delta0.3599Gamma42.52Leverage Ratio-2.8957Theta0.0000Rho-37.62Eff Leverage0.0004Vega