0.03Open0.03Pre Close929 Volume5.36K Open Interest115.00Strike Price2.28KTurnover85.65%IV8.06%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0097Delta0.0057Gamma8337.33Leverage Ratio-0.0802Theta0.0000Rho-80.88Eff Leverage0.0014Vega