4.30Open4.70Pre Close5 Volume129 Open Interest92.50Strike Price2.15KTurnover26.57%IV0.23%PremiumDec 20, 2024Expiry Date4.10Intrinsic Value100Multiplier30DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.6933Delta0.0543Gamma17.68Leverage Ratio-0.0334Theta-0.0411Rho-12.26Eff Leverage0.0887Vega