0.35Open0.25Pre Close142 Volume1.45K Open Interest30.00Strike Price2.20KTurnover161.29%IV82.31%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0584Delta0.0206Gamma132.08Leverage Ratio-0.0195Theta0.0004Rho7.72Eff Leverage0.0041Vega