11.50Open11.50Pre Close0 Volume49 Open Interest100.00Strike Price0.00Turnover43.86%IV4.84%PremiumDec 20, 2024Expiry Date6.35Intrinsic Value100Multiplier5DDays to Expiry5.15Extrinsic Value100Contract SizeAmericanOptions Type0.8826Delta0.0346Gamma15.76Leverage Ratio-0.1115Theta0.0130Rho13.91Eff Leverage0.0256Vega