2.50Open2.65Pre Close83 Volume336 Open Interest5.50Strike Price21.11KTurnover263.49%IV-0.88%PremiumDec 27, 2024Expiry Date2.45Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9672Delta0.0433Gamma3.21Leverage Ratio-0.0200Theta0.0003Rho3.11Eff Leverage0.0005Vega