4.30Open4.70Pre Close5 Volume129 Open Interest92.50Strike Price2.15KTurnover25.77%IV0.26%PremiumDec 20, 2024Expiry Date4.07Intrinsic Value100Multiplier30DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.7056Delta0.0554Gamma17.69Leverage Ratio-0.0314Theta-0.0411Rho-12.48Eff Leverage0.0869Vega