11.03Open15.81Pre Close2 Volume88 Open Interest105.00Strike Price2.23KTurnover44.89%IV1.35%PremiumDec 20, 2024Expiry Date9.75Intrinsic Value100Multiplier24DDays to Expiry1.55Extrinsic Value100Contract SizeAmericanOptions Type0.8045Delta0.0210Gamma9.94Leverage Ratio-0.0864Theta0.0525Rho7.99Eff Leverage0.0808Vega