4.30Open4.70Pre Close5 Volume129 Open Interest92.50Strike Price2.15KTurnover25.20%IV0.29%PremiumDec 20, 2024Expiry Date4.05Intrinsic Value100Multiplier30DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.7061Delta0.0566Gamma17.87Leverage Ratio-0.0305Theta-0.0410Rho-12.62Eff Leverage0.0869Vega