2.05Open2.50Pre Close11 Volume78 Open Interest35.00Strike Price2.26KTurnover45.26%IV3.88%PremiumDec 20, 2024Expiry Date0.72Intrinsic Value100Multiplier28DDays to Expiry1.33Extrinsic Value100Contract SizeAmericanOptions Type-0.5328Delta0.0935Gamma16.72Leverage Ratio-0.0287Theta-0.0133Rho-8.91Eff Leverage0.0376Vega