0.24Open0.34Pre Close107 Volume215 Open Interest22.00Strike Price2.15KTurnover22.82%IV1.22%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.4877Delta0.7538Gamma109.76Leverage Ratio-0.0292Theta0.0012Rho53.53Eff Leverage0.0092Vega