12.11Open11.20Pre Close2 Volume542 Open Interest108.00Strike Price2.42KTurnover67.79%IV0.36%PremiumSep 6, 2024Expiry Date11.76Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.9463Delta0.0172Gamma8.10Leverage Ratio-0.0716Theta-0.0074Rho-7.67Eff Leverage0.0109Vega