10.70Open10.50Pre Close2 Volume124 Open Interest170.00Strike Price2.26KTurnover57.96%IV5.57%PremiumAug 16, 2024Expiry Date2.25Intrinsic Value100Multiplier24DDays to Expiry9.60Extrinsic Value100Contract SizeAmericanOptions Type0.5738Delta0.0150Gamma14.60Leverage Ratio-0.2199Theta0.0594Rho8.38Eff Leverage0.1764Vega