0.27Open0.24Pre Close82 Volume892 Open Interest4.00Strike Price2.20KTurnover69.93%IV1.06%PremiumDec 27, 2024Expiry Date0.23Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8249Delta1.1243Gamma15.08Leverage Ratio-0.0102Theta-0.0002Rho-12.44Eff Leverage0.0008Vega