11.60Open11.60Pre Close0 Volume221 Open Interest100.00Strike Price0.00Turnover39.40%IV4.99%PremiumDec 20, 2024Expiry Date6.30Intrinsic Value100Multiplier5DDays to Expiry5.30Extrinsic Value100Contract SizeAmericanOptions Type0.9154Delta0.0320Gamma16.23Leverage Ratio-0.0840Theta0.0122Rho14.86Eff Leverage0.0191Vega