3.60Open3.70Pre Close6 Volume112 Open Interest32.50Strike Price2.16KTurnover78.55%IV4.90%PremiumNov 15, 2024Expiry Date2.11Intrinsic Value100Multiplier21DDays to Expiry1.49Extrinsic Value100Contract SizeAmericanOptions Type-0.6004Delta0.0682Gamma8.68Leverage Ratio-0.0512Theta-0.0108Rho-5.21Eff Leverage0.0280Vega