22.70Open23.45Pre Close1 Volume2 Open Interest147.00Strike Price2.27KTurnover77.55%IV0.71%PremiumDec 6, 2024Expiry Date21.81Intrinsic Value100Multiplier3DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type-0.9913Delta0.0043Gamma5.77Leverage Ratio-0.0100Theta-0.0039Rho-5.72Eff Leverage0.0026Vega