11.60Open9.40Pre Close2 Volume6 Open Interest222.50Strike Price2.37KTurnover49.91%IV0.31%PremiumJan 10, 2025Expiry Date11.38Intrinsic Value100Multiplier1DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type0.9504Delta0.0140Gamma19.82Leverage Ratio-0.1773Theta0.0083Rho18.84Eff Leverage0.0150Vega