11.60Open11.60Pre Close0 Volume33 Open Interest26.00Strike Price0.00Turnover70.05%IV28.33%PremiumJan 17, 2025Expiry Date3.30Intrinsic Value100Multiplier12DDays to Expiry8.30Extrinsic Value100Contract SizeAmericanOptions Type0.8411Delta0.0638Gamma7.97Leverage Ratio-0.0395Theta0.0072Rho6.71Eff Leverage0.0131Vega