0.03Open0.02Pre Close1.15K Volume21.59K Open Interest12.00Strike Price2.26KTurnover47.14%IV15.91%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0442Delta0.1097Gamma691.33Leverage Ratio-0.0035Theta0.0001Rho30.58Eff Leverage0.0017Vega