4.60Open9.40Pre Close5 Volume9 Open Interest82.50Strike Price2.30KTurnover45.87%IV4.04%PremiumDec 20, 2024Expiry Date1.21Intrinsic Value100Multiplier23DDays to Expiry3.39Extrinsic Value100Contract SizeAmericanOptions Type0.5835Delta0.0403Gamma18.00Leverage Ratio-0.0877Theta0.0281Rho10.50Eff Leverage0.0823Vega