27.07Open27.07Pre Close0 Volume13 Open Interest90.00Strike Price0.00Turnover85.01%IV2.92%PremiumDec 20, 2024Expiry Date23.75Intrinsic Value100Multiplier11DDays to Expiry3.32Extrinsic Value100Contract SizeAmericanOptions Type0.9539Delta0.0058Gamma4.70Leverage Ratio-0.0817Theta0.0249Rho4.48Eff Leverage0.0189Vega