1.65Open2.38Pre Close13 Volume42 Open Interest16.00Strike Price2.15KTurnover93.25%IV3.56%PremiumDec 27, 2024Expiry Date1.12Intrinsic Value100Multiplier4DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.7576Delta0.2178Gamma11.36Leverage Ratio-0.0574Theta-0.0012Rho-8.60Eff Leverage0.0048Vega