5.25Open4.45Pre Close4 Volume11 Open Interest77.00Strike Price2.12KTurnover44.61%IV0.05%PremiumDec 6, 2024Expiry Date5.32Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.9657Delta0.0306Gamma13.59Leverage Ratio-0.0220Theta-0.0034Rho-13.12Eff Leverage0.0049Vega