9.70Open10.80Pre Close1.84K Volume2.49K Open Interest900.00Strike Price2.26MTurnover29.35%IV0.48%PremiumDec 6, 2024Expiry Date10.70Intrinsic Value100Multiplier2DDays to Expiry4.41Extrinsic Value100Contract SizeAmericanOptions Type0.6538Delta0.0179Gamma61.53Leverage Ratio-2.0261Theta0.0348Rho40.23Eff Leverage0.2591Vega