11.58Open11.58Pre Close0 Volume77 Open Interest53.00Strike Price0.00Turnover147.33%IV3.76%PremiumDec 27, 2024Expiry Date9.24Intrinsic Value100Multiplier2DDays to Expiry2.34Extrinsic Value100Contract SizeAmericanOptions Type0.9181Delta0.0201Gamma6.52Leverage Ratio-0.2099Theta0.0032Rho5.98Eff Leverage0.0077Vega