2.41Open3.70Pre Close9.81K Volume4.98K Open Interest125.00Strike Price2.16MTurnover51.13%IV1.70%PremiumDec 20, 2024Expiry Date0.47Intrinsic Value100Multiplier3DDays to Expiry2.13Extrinsic Value100Contract SizeAmericanOptions Type0.6007Delta0.0640Gamma47.80Leverage Ratio-0.4072Theta0.0063Rho28.71Eff Leverage0.0455Vega