7.19Open5.55Pre Close3 Volume17 Open Interest71.00Strike Price2.16KTurnover91.18%IV0.31%PremiumNov 29, 2024Expiry Date6.99Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.8536Delta0.0382Gamma8.62Leverage Ratio-0.1663Theta-0.0056Rho-7.36Eff Leverage0.0152Vega