0.87Open0.96Pre Close26 Volume3.31K Open Interest31.00Strike Price2.20KTurnover59.50%IV0.03%PremiumDec 27, 2024Expiry Date0.87Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.9496Delta0.2017Gamma34.24Leverage Ratio-0.0808Theta-0.0002Rho-32.51Eff Leverage0.0009Vega