11.95Open12.50Pre Close2 Volume8 Open Interest57.00Strike Price2.39KTurnover208.15%IV1.40%PremiumJul 19, 2024Expiry Date11.00Intrinsic Value100Multiplier0DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.9662Delta0.0111Gamma6.13Leverage Ratio-0.2958Theta0.0012Rho5.92Eff Leverage0.0024Vega