12.11Open10.51Pre Close2 Volume5 Open Interest195.00Strike Price2.42KTurnover63.94%IV0.68%PremiumJul 26, 2024Expiry Date10.85Intrinsic Value100Multiplier4DDays to Expiry1.26Extrinsic Value100Contract SizeAmericanOptions Type-0.7892Delta0.0233Gamma15.09Leverage Ratio-0.4248Theta-0.0152Rho-11.91Eff Leverage0.0564Vega