4.60Open7.47Pre Close4 Volume184 Open Interest134.00Strike Price2.26KTurnover54.50%IV1.64%PremiumDec 6, 2024Expiry Date3.99Intrinsic Value100Multiplier1DDays to Expiry2.26Extrinsic Value100Contract SizeAmericanOptions Type0.8330Delta0.0612Gamma32.09Leverage Ratio-0.3837Theta0.0033Rho26.73Eff Leverage0.0187Vega