11.50Open11.50Pre Close0 Volume2 Open Interest107.00Strike Price0.00Turnover36.94%IV2.33%PremiumJan 17, 2025Expiry Date8.80Intrinsic Value100Multiplier21DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type0.8340Delta0.0245Gamma11.58Leverage Ratio-0.0718Theta0.0491Rho9.66Eff Leverage0.0687Vega