0.15Open0.55Pre Close120 Volume417 Open Interest11.00Strike Price2.10KTurnover43.34%IV1.73%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier6DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.5226Delta0.6586Gamma44.04Leverage Ratio-0.0222Theta0.0009Rho23.02Eff Leverage0.0056Vega