11.90Open11.90Pre Close0 Volume0 Open Interest42.00Strike Price0.00Turnover79.89%IV11.63%PremiumDec 20, 2024Expiry Date7.94Intrinsic Value100Multiplier19DDays to Expiry3.96Extrinsic Value100Contract SizeAmericanOptions Type-0.8552Delta0.0380Gamma4.10Leverage Ratio-0.0335Theta-0.0144Rho-3.51Eff Leverage0.0176Vega