0.60Open0.65Pre Close40 Volume1.02K Open Interest18.00Strike Price2.40KTurnover73.23%IV12.83%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.2438Delta0.0901Gamma36.29Leverage Ratio-0.0259Theta-0.0028Rho-8.85Eff Leverage0.0149Vega