10.95Open8.61Pre Close2 Volume283 Open Interest180.00Strike Price2.20KTurnover58.66%IV0.86%PremiumJan 17, 2025Expiry Date9.59Intrinsic Value100Multiplier3DDays to Expiry1.46Extrinsic Value100Contract SizeAmericanOptions Type-0.8163Delta0.0268Gamma16.23Leverage Ratio-0.3497Theta-0.0128Rho-13.25Eff Leverage0.0452Vega