5.43Open5.30Pre Close4 Volume14 Open Interest40.00Strike Price2.17KTurnover68.09%IV0.06%PremiumDec 20, 2024Expiry Date5.40Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9599Delta0.0262Gamma8.22Leverage Ratio-0.0343Theta0.0044Rho7.89Eff Leverage0.0042Vega