11.30Open11.30Pre Close2 Volume0 Open Interest25.00Strike Price2.26KTurnover100.28%IV-0.41%PremiumAug 16, 2024Expiry Date11.45Intrinsic Value100Multiplier25DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9428Delta0.0120Gamma3.09Leverage Ratio-0.0249Theta0.0155Rho2.91Eff Leverage0.0110Vega