0.35Open0.30Pre Close66 Volume11.37K Open Interest8.00Strike Price2.27KTurnover122.04%IV0.90%PremiumDec 6, 2024Expiry Date0.35Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.7437Delta0.5481Gamma19.64Leverage Ratio-0.0874Theta0.0002Rho14.60Eff Leverage0.0015Vega