7.55Open7.33Pre Close3 Volume481 Open Interest85.00Strike Price2.27KTurnover50.76%IV3.02%PremiumNov 15, 2024Expiry Date4.84Intrinsic Value100Multiplier25DDays to Expiry2.71Extrinsic Value100Contract SizeAmericanOptions Type0.6938Delta0.0295Gamma11.82Leverage Ratio-0.0912Theta0.0373Rho8.20Eff Leverage0.0823Vega