11.82Open11.82Pre Close0 Volume42 Open Interest27.50Strike Price0.00Turnover116.40%IV0.67%PremiumDec 20, 2024Expiry Date11.56Intrinsic Value100Multiplier6DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.9910Delta0.0041Gamma3.37Leverage Ratio-0.0128Theta0.0047Rho3.34Eff Leverage0.0013Vega