11.62Open11.20Pre Close2 Volume3.76K Open Interest82.50Strike Price2.39KTurnover39.91%IV0.25%PremiumDec 20, 2024Expiry Date12.01Intrinsic Value100Multiplier24DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9212Delta0.0153Gamma7.50Leverage Ratio-0.0384Theta0.0485Rho6.91Eff Leverage0.0354Vega