0.03Open0.02Pre Close1.08K Volume2.50K Open Interest11.50Strike Price2.26KTurnover74.72%IV7.96%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0936Delta0.2858Gamma427.20Leverage Ratio-0.0206Theta0.0001Rho39.97Eff Leverage0.0013Vega