5.40Open4.90Pre Close4 Volume5 Open Interest115.00Strike Price2.11KTurnover43.55%IV2.38%PremiumDec 20, 2024Expiry Date2.42Intrinsic Value100Multiplier24DDays to Expiry2.68Extrinsic Value100Contract SizeAmericanOptions Type-0.5441Delta0.0314Gamma18.01Leverage Ratio-0.0965Theta-0.0392Rho-9.80Eff Leverage0.1157Vega