0.76Open0.91Pre Close35 Volume24 Open Interest44.00Strike Price2.21KTurnover29.68%IV0.77%PremiumOct 4, 2024Expiry Date0.25Intrinsic Value100Multiplier2DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.6173Delta0.4215Gamma87.62Leverage Ratio-0.1219Theta0.0013Rho54.09Eff Leverage0.0116Vega