4.25Open4.30Pre Close3.30K Volume1.48K Open Interest910.00Strike Price2.06MTurnover28.79%IV2.02%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry5.85Extrinsic Value100Contract SizeAmericanOptions Type0.3365Delta0.0136Gamma152.16Leverage Ratio-1.3449Theta0.0321Rho51.20Eff Leverage0.3409Vega