11.60Open28.61Pre Close2.02K Volume1 Open Interest120.00Strike Price2.52MTurnover42.88%IV1.09%PremiumDec 20, 2024Expiry Date11.97Intrinsic Value100Multiplier26DDays to Expiry1.18Extrinsic Value100Contract SizeAmericanOptions Type-0.8029Delta0.0236Gamma8.31Leverage Ratio-0.0567Theta-0.0517Rho-6.67Eff Leverage0.0798Vega