0.20Open0.78Pre Close116 Volume208 Open Interest18.00Strike Price2.15KTurnover52.62%IV0.66%PremiumDec 13, 2024Expiry Date0.06Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.5820Delta1.2726Gamma116.52Leverage Ratio-0.1627Theta0.0001Rho67.81Eff Leverage0.0023Vega