0.35Open0.15Pre Close48 Volume398 Open Interest19.00Strike Price2.24KTurnover32.48%IV1.86%PremiumNov 15, 2024Expiry Date0.20Intrinsic Value100Multiplier8DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.5672Delta0.4205Gamma39.58Leverage Ratio-0.0208Theta-0.0023Rho-22.45Eff Leverage0.0114Vega