3.95Open4.35Pre Close6 Volume1.19K Open Interest75.00Strike Price2.24KTurnover28.39%IV0.19%PremiumNov 29, 2024Expiry Date3.35Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.9296Delta0.0661Gamma22.88Leverage Ratio-0.0476Theta0.0059Rho21.26Eff Leverage0.0097Vega