11.32Open11.58Pre Close2 Volume1.06K Open Interest60.00Strike Price2.27KTurnover69.88%IV1.50%PremiumJan 17, 2025Expiry Date10.61Intrinsic Value100Multiplier25DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type-0.8331Delta0.0288Gamma4.39Leverage Ratio-0.0402Theta-0.0263Rho-3.66Eff Leverage0.0323Vega