11.60Open11.60Pre Close0 Volume2 Open Interest165.00Strike Price0.00Turnover547.96%IV94.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry11.60Extrinsic Value100Contract SizeAmericanOptions Type0.3527Delta0.0053Gamma7.83Leverage Ratio-1.8225Theta0.0041Rho2.76Eff Leverage0.0479Vega