3.55Open3.90Pre Close6 Volume54 Open Interest95.00Strike Price2.29KTurnover37.39%IV0.36%PremiumDec 13, 2024Expiry Date3.42Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.9067Delta0.0622Gamma27.65Leverage Ratio-0.1077Theta0.0045Rho25.07Eff Leverage0.0120Vega