2.33Open2.48Pre Close9 Volume189 Open Interest28.00Strike Price2.16KTurnover56.82%IV4.71%PremiumNov 15, 2024Expiry Date1.11Intrinsic Value100Multiplier25DDays to Expiry1.37Extrinsic Value100Contract SizeAmericanOptions Type0.6392Delta0.0867Gamma12.39Leverage Ratio-0.0347Theta0.0111Rho7.92Eff Leverage0.0285Vega