0.35Open0.30Pre Close67 Volume46 Open Interest32.00Strike Price2.26KTurnover30.48%IV0.50%PremiumJan 17, 2025Expiry Date0.14Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.5786Delta0.4866Gamma80.35Leverage Ratio-0.0741Theta0.0012Rho46.49Eff Leverage0.0103Vega