4.30Open4.70Pre Close5 Volume129 Open Interest92.50Strike Price2.15KTurnover27.01%IV0.32%PremiumDec 20, 2024Expiry Date4.02Intrinsic Value100Multiplier30DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.6828Delta0.0539Gamma17.87Leverage Ratio-0.0347Theta-0.0410Rho-12.20Eff Leverage0.0901Vega