2.05Open1.99Pre Close11 Volume433 Open Interest82.50Strike Price2.26KTurnover26.50%IV1.54%PremiumDec 20, 2024Expiry Date0.74Intrinsic Value100Multiplier17DDays to Expiry1.26Extrinsic Value100Contract SizeAmericanOptions Type-0.5405Delta0.0862Gamma37.59Leverage Ratio-0.0508Theta-0.0182Rho-20.32Eff Leverage0.0696Vega