5.50Open5.31Pre Close4 Volume121 Open Interest34.00Strike Price2.16KTurnover104.93%IV5.61%PremiumNov 15, 2024Expiry Date2.89Intrinsic Value100Multiplier22DDays to Expiry2.07Extrinsic Value100Contract SizeAmericanOptions Type0.6750Delta0.0374Gamma6.90Leverage Ratio-0.0800Theta0.0121Rho4.65Eff Leverage0.0330Vega