11.46Open10.99Pre Close2 Volume62 Open Interest192.50Strike Price2.20KTurnover56.40%IV0.97%PremiumOct 18, 2024Expiry Date8.72Intrinsic Value100Multiplier1DDays to Expiry1.78Extrinsic Value100Contract SizeAmericanOptions Type-0.9336Delta0.0239Gamma21.25Leverage Ratio-0.1400Theta-0.0039Rho-19.84Eff Leverage0.0125Vega