11.91Open11.00Pre Close2 Volume138 Open Interest240.00Strike Price2.38KTurnover24.61%IV0.33%PremiumJul 19, 2024Expiry Date11.16Intrinsic Value100Multiplier15DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type-0.8239Delta0.0252Gamma19.23Leverage Ratio-0.0780Theta-0.0536Rho-15.84Eff Leverage0.1183Vega