11.80Open11.80Pre Close0 Volume10 Open Interest440.00Strike Price0.00Turnover32.38%IV6.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry11.80Extrinsic Value100Contract SizeAmericanOptions Type0.3584Delta0.0116Gamma56.40Leverage Ratio-0.3212Theta0.0797Rho20.21Eff Leverage0.3728Vega