11.40Open11.40Pre Close0 Volume4 Open Interest40.00Strike Price0.00Turnover60.98%IV17.93%PremiumJan 17, 2025Expiry Date5.15Intrinsic Value100Multiplier21DDays to Expiry6.25Extrinsic Value100Contract SizeAmericanOptions Type-0.8034Delta0.0554Gamma6.22Leverage Ratio-0.0301Theta-0.0151Rho-5.00Eff Leverage0.0233Vega