3.65Open2.53Pre Close6 Volume39 Open Interest40.50Strike Price2.15KTurnover76.90%IV0.32%PremiumSep 13, 2024Expiry Date3.12Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.8433Delta0.0714Gamma12.74Leverage Ratio-0.1143Theta0.0033Rho10.74Eff Leverage0.0105Vega