4.40Open3.60Pre Close5 Volume253 Open Interest35.00Strike Price2.20KTurnover68.09%IV5.24%PremiumNov 15, 2024Expiry Date2.44Intrinsic Value100Multiplier16DDays to Expiry1.96Extrinsic Value100Contract SizeAmericanOptions Type0.7112Delta0.0639Gamma10.55Leverage Ratio-0.0604Theta0.0101Rho7.50Eff Leverage0.0268Vega