5.35Open4.10Pre Close4 Volume28 Open Interest65.00Strike Price2.26KTurnover44.59%IV2.81%PremiumDec 20, 2024Expiry Date4.06Intrinsic Value100Multiplier28DDays to Expiry1.94Extrinsic Value100Contract SizeAmericanOptions Type0.7173Delta0.0392Gamma11.71Leverage Ratio-0.0565Theta0.0342Rho8.40Eff Leverage0.0654Vega