11.86Open11.86Pre Close0 Volume13 Open Interest98.00Strike Price0.00Turnover73.90%IV0.09%PremiumAug 30, 2024Expiry Date11.78Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.9521Delta0.0165Gamma7.26Leverage Ratio-0.0630Theta-0.0064Rho-6.91Eff Leverage0.0088Vega