11.35Open8.70Pre Close2 Volume17 Open Interest85.00Strike Price2.27KTurnover83.27%IV1.99%PremiumNov 15, 2024Expiry Date9.47Intrinsic Value100Multiplier4DDays to Expiry1.88Extrinsic Value100Contract SizeAmericanOptions Type0.8927Delta0.0221Gamma9.31Leverage Ratio-0.1894Theta0.0084Rho8.31Eff Leverage0.0186Vega