11.80Open11.80Pre Close0 Volume12 Open Interest420.00Strike Price0.00Turnover44.08%IV11.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry11.80Extrinsic Value100Contract SizeAmericanOptions Type0.2664Delta0.0075Gamma57.90Leverage Ratio-0.3143Theta0.0630Rho15.43Eff Leverage0.3253Vega