0.75Open0.60Pre Close34 Volume266 Open Interest13.00Strike Price2.16KTurnover87.90%IV3.86%PremiumSep 20, 2024Expiry Date0.22Intrinsic Value100Multiplier6DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.5833Delta0.2559Gamma18.23Leverage Ratio-0.0503Theta0.0012Rho10.64Eff Leverage0.0068Vega