11.90Open11.90Pre Close0 Volume1 Open Interest40.00Strike Price0.00Turnover67.03%IV0.46%PremiumDec 20, 2024Expiry Date11.66Intrinsic Value100Multiplier22DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9508Delta0.0120Gamma4.32Leverage Ratio-0.0238Theta0.0224Rho4.11Eff Leverage0.0129Vega