11.80Open4.65Pre Close2 Volume1 Open Interest98.00Strike Price2.36KTurnover453.05%IV0.69%PremiumNov 29, 2024Expiry Date11.20Intrinsic Value100Multiplier0DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.8639Delta0.0239Gamma7.36Leverage Ratio-4.9949Theta-0.0004Rho-6.35Eff Leverage0.0044Vega