12.05Open11.65Pre Close2 Volume2 Open Interest44.00Strike Price2.42KTurnover101.95%IV1.01%PremiumDec 6, 2024Expiry Date11.59Intrinsic Value100Multiplier4DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.9840Delta0.0064Gamma4.77Leverage Ratio-0.0278Theta0.0052Rho4.69Eff Leverage0.0024Vega