3.50Open3.80Pre Close6 Volume170 Open Interest44.00Strike Price2.16KTurnover64.19%IV1.51%PremiumDec 20, 2024Expiry Date3.02Intrinsic Value100Multiplier20DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type-0.6474Delta0.0599Gamma9.53Leverage Ratio-0.0537Theta-0.0149Rho-6.17Eff Leverage0.0361Vega