0.15Open0.55Pre Close120 Volume417 Open Interest11.00Strike Price2.10KTurnover47.98%IV1.73%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier5DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.5217Delta0.6568Gamma44.04Leverage Ratio-0.0272Theta0.0007Rho22.98Eff Leverage0.0050Vega