4.30Open4.70Pre Close5 Volume129 Open Interest92.50Strike Price2.15KTurnover26.27%IV0.28%PremiumDec 20, 2024Expiry Date4.05Intrinsic Value100Multiplier30DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.7019Delta0.0545Gamma17.69Leverage Ratio-0.0323Theta-0.0412Rho-12.42Eff Leverage0.0874Vega