3.00Open2.97Pre Close7 Volume124 Open Interest22.50Strike Price2.15KTurnover58.50%IV0.93%PremiumDec 20, 2024Expiry Date3.26Intrinsic Value100Multiplier9DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9377Delta0.0520Gamma7.69Leverage Ratio-0.0181Theta0.0051Rho7.21Eff Leverage0.0049Vega