11.85Open24.27Pre Close2 Volume66 Open Interest790.00Strike Price2.37KTurnover31.82%IV0.86%PremiumJul 19, 2024Expiry Date5.07Intrinsic Value100Multiplier0DDays to Expiry6.82Extrinsic Value100Contract SizeAmericanOptions Type0.6678Delta0.0299Gamma101.28Leverage Ratio-2.7507Theta0.0121Rho67.64Eff Leverage0.1387Vega