2.65Open2.15Pre Close8 Volume300 Open Interest33.00Strike Price2.14KTurnover55.98%IV1.05%PremiumDec 20, 2024Expiry Date2.51Intrinsic Value100Multiplier5DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.8701Delta0.1041Gamma11.62Leverage Ratio-0.0369Theta-0.0034Rho-10.11Eff Leverage0.0078Vega