0.03Open0.01Pre Close885 Volume1.84K Open Interest29.00Strike Price2.15KTurnover167.54%IV28.44%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0055Delta0.0029Gamma4051.00Leverage Ratio-0.0095Theta0.0000Rho-22.27Eff Leverage0.0005Vega