4.48Open6.60Pre Close5 Volume52 Open Interest105.00Strike Price2.24KTurnover33.98%IV2.23%PremiumDec 20, 2024Expiry Date2.19Intrinsic Value100Multiplier21DDays to Expiry2.29Extrinsic Value100Contract SizeAmericanOptions Type-0.5724Delta0.0472Gamma23.37Leverage Ratio-0.0724Theta-0.0310Rho-13.37Eff Leverage0.0970Vega