5.65Open4.62Pre Close4 Volume4 Open Interest19.00Strike Price2.15KTurnover218.65%IV2.50%PremiumNov 8, 2024Expiry Date4.62Intrinsic Value100Multiplier3DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type0.8840Delta0.0412Gamma4.82Leverage Ratio-0.1482Theta0.0013Rho4.26Eff Leverage0.0042Vega