2.40Open1.47Pre Close9 Volume211 Open Interest12.50Strike Price2.16KTurnover64.26%IV2.55%PremiumDec 20, 2024Expiry Date2.03Intrinsic Value100Multiplier28DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.8304Delta0.0980Gamma6.25Leverage Ratio-0.0129Theta0.0074Rho5.19Eff Leverage0.0101Vega