6.40Open7.70Pre Close4 Volume169 Open Interest187.50Strike Price2.12KTurnover41.34%IV0.39%PremiumOct 18, 2024Expiry Date3.64Intrinsic Value100Multiplier1DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type-0.8036Delta0.0690Gamma46.55Leverage Ratio-0.4150Theta-0.0038Rho-37.40Eff Leverage0.0270Vega