0.95Open0.63Pre Close21 Volume61 Open Interest81.50Strike Price2.27KTurnover21.95%IV0.05%PremiumDec 6, 2024Expiry Date1.27Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9299Delta0.1394Gamma62.00Leverage Ratio-0.0397Theta0.0021Rho57.65Eff Leverage0.0059Vega