3.64Open3.10Pre Close6 Volume422 Open Interest130.00Strike Price2.17KTurnover81.55%IV0.70%PremiumOct 18, 2024Expiry Date2.64Intrinsic Value100Multiplier2DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type-0.6295Delta0.0524Gamma28.95Leverage Ratio-0.8922Theta-0.0038Rho-18.22Eff Leverage0.0334Vega