4.48Open6.60Pre Close5 Volume52 Open Interest105.00Strike Price2.24KTurnover34.75%IV1.07%PremiumDec 20, 2024Expiry Date3.39Intrinsic Value100Multiplier19DDays to Expiry1.09Extrinsic Value100Contract SizeAmericanOptions Type-0.6382Delta0.0472Gamma19.92Leverage Ratio-0.0731Theta-0.0303Rho-12.71Eff Leverage0.0868Vega