2.70Open2.85Pre Close8 Volume4.06K Open Interest45.00Strike Price2.24KTurnover50.61%IV2.72%PremiumOct 18, 2024Expiry Date1.62Intrinsic Value100Multiplier20DDays to Expiry1.18Extrinsic Value100Contract SizeAmericanOptions Type-0.5924Delta0.0763Gamma14.83Leverage Ratio-0.0472Theta-0.0134Rho-8.78Eff Leverage0.0393Vega