11.74Open11.42Pre Close2 Volume2 Open Interest47.50Strike Price2.35KTurnover91.43%IV0.03%PremiumJul 19, 2024Expiry Date11.73Intrinsic Value100Multiplier9DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.9772Delta0.0150Gamma3.04Leverage Ratio-0.0105Theta-0.0045Rho-2.97Eff Leverage0.0029Vega