0.40Open0.51Pre Close55 Volume257 Open Interest29.00Strike Price2.26KTurnover85.13%IV20.73%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.1879Delta0.0626Gamma59.41Leverage Ratio-0.0374Theta0.0018Rho11.17Eff Leverage0.0136Vega