22.06Open23.13Pre Close1 Volume727 Open Interest209.00Strike Price2.21KTurnover161.09%IV0.64%PremiumNov 15, 2024Expiry Date20.60Intrinsic Value100Multiplier0DDays to Expiry1.46Extrinsic Value100Contract SizeAmericanOptions Type0.9945Delta0.0018Gamma11.13Leverage Ratio-0.3242Theta0.0011Rho11.07Eff Leverage0.0008Vega