11.70Open21.00Pre Close2 Volume402 Open Interest550.00Strike Price2.29KTurnover23.65%IV3.26%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry11.24Extrinsic Value100Contract SizeAmericanOptions Type-0.3905Delta0.0110Gamma55.69Leverage Ratio-0.2342Theta-0.1375Rho-21.75Eff Leverage0.5694Vega