0.44Open0.40Pre Close48 Volume1.12K Open Interest17.00Strike Price2.28KTurnover38.55%IV1.95%PremiumNov 15, 2024Expiry Date0.12Intrinsic Value100Multiplier9DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.5264Delta0.3788Gamma35.54Leverage Ratio-0.0215Theta-0.0022Rho-18.71Eff Leverage0.0109Vega