3.70Open3.30Pre Close6 Volume751 Open Interest75.00Strike Price2.20KTurnover49.19%IV1.04%PremiumSep 20, 2024Expiry Date2.20Intrinsic Value100Multiplier3DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type0.7361Delta0.0934Gamma27.57Leverage Ratio-0.2014Theta0.0046Rho20.29Eff Leverage0.0233Vega