21.27Open26.74Pre Close1 Volume2 Open Interest127.00Strike Price2.13KTurnover157.19%IV0.48%PremiumDec 27, 2024Expiry Date20.56Intrinsic Value100Multiplier1DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type0.9728Delta0.0053Gamma7.13Leverage Ratio-0.3819Theta0.0032Rho6.93Eff Leverage0.0047Vega