0.73Open0.98Pre Close30 Volume568 Open Interest75.00Strike Price2.21KTurnover19.88%IV0.59%PremiumDec 27, 2024Expiry Date0.16Intrinsic Value100Multiplier2DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type-0.5500Delta0.3651Gamma146.75Leverage Ratio-0.1246Theta-0.0020Rho-80.72Eff Leverage0.0216Vega