5.60Open6.10Pre Close4 Volume78 Open Interest85.00Strike Price2.24KTurnover56.18%IV4.75%PremiumJan 17, 2025Expiry Date1.64Intrinsic Value100Multiplier24DDays to Expiry3.96Extrinsic Value100Contract SizeAmericanOptions Type-0.5180Delta0.0331Gamma14.89Leverage Ratio-0.0949Theta-0.0285Rho-7.71Eff Leverage0.0857Vega