0.32Open0.60Pre Close52 Volume1.62K Open Interest10.00Strike Price2.21KTurnover50.06%IV0.87%PremiumDec 20, 2024Expiry Date0.36Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7536Delta0.5587Gamma23.02Leverage Ratio-0.0222Theta0.0009Rho17.35Eff Leverage0.0036Vega