0.20Open0.78Pre Close116 Volume93 Open Interest18.00Strike Price2.15KTurnover45.45%IV0.66%PremiumDec 13, 2024Expiry Date0.06Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.5825Delta1.2740Gamma116.52Leverage Ratio-0.1218Theta0.0001Rho67.86Eff Leverage0.0026Vega