11.85Open11.85Pre Close0 Volume16 Open Interest115.00Strike Price0.00Turnover32.17%IV-0.66%PremiumJan 17, 2025Expiry Date12.53Intrinsic Value100Multiplier23DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9303Delta0.0226Gamma8.10Leverage Ratio-0.0170Theta-0.0300Rho-7.54Eff Leverage0.0329Vega