11.46Open10.99Pre Close2 Volume62 Open Interest192.50Strike Price2.20KTurnover71.84%IV0.99%PremiumOct 18, 2024Expiry Date8.68Intrinsic Value100Multiplier1DDays to Expiry1.82Extrinsic Value100Contract SizeAmericanOptions Type-0.8816Delta0.0285Gamma21.13Leverage Ratio-0.3800Theta-0.0042Rho-18.63Eff Leverage0.0193Vega