4.30Open7.45Pre Close5 Volume796 Open Interest125.00Strike Price2.27KTurnover15.44%IV0.32%PremiumJan 17, 2025Expiry Date4.35Intrinsic Value100Multiplier22DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.8392Delta0.0498Gamma25.36Leverage Ratio-0.0396Theta0.0623Rho21.28Eff Leverage0.0774Vega