2.26Open2.38Pre Close9 Volume247 Open Interest51.00Strike Price2.27KTurnover55.39%IV0.82%PremiumJan 17, 2025Expiry Date2.20Intrinsic Value100Multiplier3DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.7853Delta0.1121Gamma19.56Leverage Ratio-0.1095Theta-0.0033Rho-15.36Eff Leverage0.0138Vega