0.30Open0.15Pre Close57 Volume1.07K Open Interest95.00Strike Price2.27KTurnover47.23%IV6.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.1176Delta0.0358Gamma311.20Leverage Ratio-0.1081Theta-0.0015Rho-36.60Eff Leverage0.0230Vega