11.67Open11.67Pre Close0 Volume13 Open Interest61.00Strike Price0.00Turnover745.30%IV3.31%PremiumDec 6, 2024Expiry Date9.34Intrinsic Value100Multiplier0DDays to Expiry2.33Extrinsic Value100Contract SizeAmericanOptions Type0.7727Delta0.0191Gamma6.03Leverage Ratio-7.3192Theta0.0004Rho4.66Eff Leverage0.0064Vega