3.95Open4.04Pre Close6 Volume378 Open Interest70.00Strike Price2.27KTurnover31.97%IV1.85%PremiumJan 17, 2025Expiry Date2.40Intrinsic Value100Multiplier23DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type-0.6443Delta0.0699Gamma19.31Leverage Ratio-0.0395Theta-0.0242Rho-12.44Eff Leverage0.0632Vega