0.05Open0.05Pre Close270 Volume3.75K Open Interest24.00Strike Price2.27KTurnover286.17%IV29.61%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0617Delta0.0408Gamma247.41Leverage Ratio-0.0750Theta0.0000Rho15.26Eff Leverage0.0013Vega