0.50Open0.50Pre Close41 Volume0 Open Interest9.50Strike Price2.15KTurnover82.13%IV0.05%PremiumOct 11, 2024Expiry Date0.50Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8129Delta0.4209Gamma16.66Leverage Ratio-0.0407Theta0.0005Rho13.54Eff Leverage0.0021Vega