11.70Open12.00Pre Close2 Volume896 Open Interest90.00Strike Price2.26KTurnover38.74%IV0.15%PremiumOct 18, 2024Expiry Date10.75Intrinsic Value100Multiplier14DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.9356Delta0.0161Gamma9.04Leverage Ratio-0.0440Theta0.0333Rho8.45Eff Leverage0.0254Vega