11.94Open13.19Pre Close2 Volume138 Open Interest140.00Strike Price2.39KTurnover34.41%IV2.10%PremiumJan 17, 2025Expiry Date8.82Intrinsic Value100Multiplier24DDays to Expiry3.12Extrinsic Value100Contract SizeAmericanOptions Type0.7795Delta0.0226Gamma13.59Leverage Ratio-0.0944Theta0.0687Rho10.59Eff Leverage0.1128Vega