2.23Open1.50Pre Close11 Volume849 Open Interest19.50Strike Price2.39KTurnover47.56%IV0.14%PremiumDec 20, 2024Expiry Date2.12Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9842Delta0.0376Gamma10.13Leverage Ratio-0.0065Theta0.0020Rho9.97Eff Leverage0.0009Vega