11.21Open10.95Pre Close2 Volume111 Open Interest330.00Strike Price2.29KTurnover35.46%IV3.04%PremiumAug 16, 2024Expiry Date1.57Intrinsic Value100Multiplier25DDays to Expiry10.08Extrinsic Value100Contract SizeAmericanOptions Type0.5542Delta0.0128Gamma24.20Leverage Ratio-0.2691Theta0.1174Rho13.41Eff Leverage0.3444Vega