7.19Open5.55Pre Close3 Volume17 Open Interest71.00Strike Price2.16KTurnover53.01%IV0.89%PremiumNov 29, 2024Expiry Date6.62Intrinsic Value100Multiplier4DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.9656Delta0.0254Gamma9.68Leverage Ratio-0.0231Theta-0.0040Rho-9.35Eff Leverage0.0049Vega