11.38Open7.30Pre Close2 Volume102 Open Interest390.00Strike Price2.28KTurnover32.92%IV1.40%PremiumSep 20, 2024Expiry Date5.84Intrinsic Value100Multiplier7DDays to Expiry5.54Extrinsic Value100Contract SizeAmericanOptions Type0.6395Delta0.0207Gamma36.32Leverage Ratio-0.5301Theta0.0467Rho23.22Eff Leverage0.2055Vega