11.26Open11.90Pre Close2 Volume325 Open Interest40.00Strike Price2.26KTurnover87.56%IV1.95%PremiumJan 17, 2025Expiry Date10.32Intrinsic Value100Multiplier6DDays to Expiry0.98Extrinsic Value100Contract SizeAmericanOptions Type0.9782Delta0.0088Gamma4.84Leverage Ratio-0.0253Theta0.0070Rho4.73Eff Leverage0.0035Vega