11.20Open12.90Pre Close2 Volume79 Open Interest50.00Strike Price2.24KTurnover40.25%IV1.73%PremiumOct 18, 2024Expiry Date10.16Intrinsic Value100Multiplier21DDays to Expiry1.04Extrinsic Value100Contract SizeAmericanOptions Type0.9770Delta0.0094Gamma5.81Leverage Ratio-0.0137Theta0.0278Rho5.68Eff Leverage0.0079Vega