11.32Open11.58Pre Close2 Volume1.06K Open Interest60.00Strike Price2.27KTurnover68.56%IV1.70%PremiumJan 17, 2025Expiry Date10.51Intrinsic Value100Multiplier25DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type-0.8343Delta0.0292Gamma4.46Leverage Ratio-0.0394Theta-0.0261Rho-3.72Eff Leverage0.0322Vega