0.55Open1.50Pre Close39 Volume62 Open Interest7.00Strike Price2.15KTurnover73.02%IV9.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.5181Delta0.2682Gamma12.51Leverage Ratio-0.0097Theta0.0026Rho6.48Eff Leverage0.0081Vega