2.43Open2.55Pre Close10 Volume502 Open Interest44.00Strike Price2.44KTurnover26.15%IV0.10%PremiumNov 1, 2024Expiry Date2.42Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.9950Delta0.0639Gamma17.11Leverage Ratio-0.0002Theta-0.0005Rho-17.03Eff Leverage0.0005Vega