0.35Open0.23Pre Close45 Volume88 Open Interest11.90Strike Price2.24KTurnover136.06%IV8.30%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.4250Delta0.2671Gamma22.90Leverage Ratio-0.0981Theta0.0004Rho9.73Eff Leverage0.0042Vega