5.37Open5.20Pre Close4 Volume36 Open Interest93.00Strike Price2.15KTurnover220.36%IV0.87%PremiumDec 13, 2024Expiry Date4.60Intrinsic Value100Multiplier0DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type-0.7671Delta0.0520Gamma16.46Leverage Ratio-2.7243Theta-0.0006Rho-12.63Eff Leverage0.0082Vega