11.90Open12.50Pre Close1.78K Volume7.18K Open Interest230.00Strike Price2.12MTurnover53.84%IV0.21%PremiumAug 2, 2024Expiry Date11.20Intrinsic Value100Multiplier3DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.8299Delta0.0231Gamma18.08Leverage Ratio-0.4053Theta-0.0143Rho-15.01Eff Leverage0.0521Vega