4.30Open7.45Pre Close5 Volume791 Open Interest125.00Strike Price2.27KTurnover10.17%IV0.32%PremiumJan 17, 2025Expiry Date4.35Intrinsic Value100Multiplier21DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.9342Delta0.0403Gamma27.17Leverage Ratio-0.0233Theta0.0678Rho25.38Eff Leverage0.0399Vega