3.95Open4.04Pre Close6 Volume378 Open Interest70.00Strike Price2.27KTurnover32.26%IV1.85%PremiumJan 17, 2025Expiry Date2.40Intrinsic Value100Multiplier22DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type-0.6446Delta0.0699Gamma19.31Leverage Ratio-0.0403Theta-0.0238Rho-12.45Eff Leverage0.0626Vega