0.45Open0.35Pre Close71 Volume1.25K Open Interest165.00Strike Price2.16KTurnover40.46%IV5.00%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1111Delta0.0259Gamma433.68Leverage Ratio-0.1665Theta-0.0020Rho-48.19Eff Leverage0.0342Vega