0.04Open0.06Pre Close468 Volume619 Open Interest17.00Strike Price2.21KTurnover125.43%IV8.66%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0546Delta0.1046Gamma743.60Leverage Ratio-0.0747Theta0.0000Rho-40.59Eff Leverage0.0009Vega