12.58Open11.15Pre Close2 Volume775 Open Interest100.00Strike Price2.48KTurnover68.31%IV0.49%PremiumJul 19, 2024Expiry Date11.70Intrinsic Value100Multiplier5DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.9222Delta0.0161Gamma9.23Leverage Ratio-0.1353Theta0.0127Rho8.51Eff Leverage0.0192Vega