24.50Open26.77Pre Close1 Volume70 Open Interest91.00Strike Price2.45KTurnover346.13%IV1.17%PremiumSep 27, 2024Expiry Date23.16Intrinsic Value100Multiplier1DDays to Expiry1.34Extrinsic Value100Contract SizeAmericanOptions Type0.9361Delta0.0070Gamma4.82Leverage Ratio-1.4601Theta0.0017Rho4.51Eff Leverage0.0065Vega