11.74Open11.42Pre Close2 Volume2 Open Interest47.50Strike Price2.35KTurnover91.93%IV0.03%PremiumJul 19, 2024Expiry Date11.73Intrinsic Value100Multiplier8DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.9773Delta0.0149Gamma3.04Leverage Ratio-0.0106Theta-0.0045Rho-2.97Eff Leverage0.0029Vega