11.70Open11.70Pre Close0 Volume142 Open Interest80.00Strike Price0.00Turnover37.11%IV7.34%PremiumDec 20, 2024Expiry Date5.43Intrinsic Value100Multiplier28DDays to Expiry6.27Extrinsic Value100Contract SizeAmericanOptions Type0.7633Delta0.0348Gamma12.20Leverage Ratio-0.0551Theta0.0456Rho9.32Eff Leverage0.0738Vega