11.26Open16.06Pre Close2 Volume0 Open Interest105.00Strike Price2.15KTurnover96.37%IV0.68%PremiumJul 12, 2024Expiry Date9.60Intrinsic Value100Multiplier2DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.8598Delta0.0276Gamma9.42Leverage Ratio-0.2912Theta-0.0061Rho-8.10Eff Leverage0.0188Vega