0.40Open0.31Pre Close55 Volume723 Open Interest115.00Strike Price2.12KTurnover42.85%IV0.54%PremiumDec 20, 2024Expiry Date0.55Intrinsic Value100Multiplier2DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type-0.5513Delta0.1094Gamma66.35Leverage Ratio-0.4128Theta-0.0033Rho-36.58Eff Leverage0.0334Vega