11.16Open11.16Pre Close0 Volume69 Open Interest135.00Strike Price0.00Turnover46.47%IV5.20%PremiumDec 20, 2024Expiry Date3.93Intrinsic Value100Multiplier4DDays to Expiry7.23Extrinsic Value100Contract SizeAmericanOptions Type0.7205Delta0.0462Gamma26.21Leverage Ratio-0.2858Theta0.0121Rho18.89Eff Leverage0.0527Vega