0.20Open0.87Pre Close100 Volume2 Open Interest30.00Strike Price2.15KTurnover39.85%IV4.73%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.2063Delta0.1701Gamma156.40Leverage Ratio-0.0360Theta-0.0011Rho-32.27Eff Leverage0.0120Vega