4.30Open4.70Pre Close5 Volume129 Open Interest92.50Strike Price2.15KTurnover25.86%IV0.45%PremiumDec 20, 2024Expiry Date3.90Intrinsic Value100Multiplier30DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.6923Delta0.0559Gamma17.90Leverage Ratio-0.0325Theta-0.0409Rho-12.39Eff Leverage0.0889Vega