0.45Open0.28Pre Close74 Volume2.61K Open Interest21.50Strike Price2.26KTurnover46.79%IV2.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.3530Delta0.3637Gamma87.40Leverage Ratio-0.0548Theta-0.0007Rho-30.85Eff Leverage0.0081Vega