0.40Open0.31Pre Close55 Volume723 Open Interest115.00Strike Price2.12KTurnover43.31%IV0.54%PremiumDec 20, 2024Expiry Date0.55Intrinsic Value100Multiplier2DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type-0.5514Delta0.1094Gamma66.35Leverage Ratio-0.4238Theta-0.0032Rho-36.58Eff Leverage0.0331Vega