4.65Open7.45Pre Close6 Volume95 Open Interest195.00Strike Price2.43KTurnover35.08%IV0.72%PremiumDec 27, 2024Expiry Date2.56Intrinsic Value100Multiplier1DDays to Expiry1.38Extrinsic Value100Contract SizeAmericanOptions Type-0.7166Delta0.0788Gamma58.67Leverage Ratio-0.5339Theta-0.0052Rho-42.04Eff Leverage0.0416Vega