11.57Open10.59Pre Close2 Volume644 Open Interest175.00Strike Price2.31KTurnover36.37%IV2.26%PremiumDec 20, 2024Expiry Date7.44Intrinsic Value100Multiplier21DDays to Expiry4.13Extrinsic Value100Contract SizeAmericanOptions Type0.7093Delta0.0216Gamma16.74Leverage Ratio-0.1458Theta0.0676Rho11.87Eff Leverage0.1493Vega