0.45Open0.45Pre Close29 Volume778 Open Interest83.00Strike Price2.10KTurnover13.83%IV0.47%PremiumSep 20, 2024Expiry Date0.36Intrinsic Value100Multiplier6DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.6171Delta0.2584Gamma101.04Leverage Ratio-0.0558Theta0.0083Rho62.35Eff Leverage0.0407Vega