7.52Open6.90Pre Close3 Volume14 Open Interest45.00Strike Price2.24KTurnover64.89%IV1.07%PremiumSep 27, 2024Expiry Date6.90Intrinsic Value100Multiplier4DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.9811Delta0.0129Gamma7.47Leverage Ratio-0.0218Theta0.0050Rho7.32Eff Leverage0.0026Vega