11.67Open11.67Pre Close0 Volume0 Open Interest47.00Strike Price0.00Turnover3581.59%IV14.93%PremiumJan 17, 2025Expiry Date5.47Intrinsic Value100Multiplier-2DDays to Expiry6.20Extrinsic Value100Contract SizeAmericanOptions Type-0.7558Delta0.0496Gamma6.92Leverage Ratio-154.3456Theta0.0000Rho-5.23Eff Leverage0.0006Vega