11.93Open11.93Pre Close0 Volume116 Open Interest5.00Strike Price0.00Turnover220.08%IV1.62%PremiumJan 17, 2025Expiry Date11.66Intrinsic Value100Multiplier23DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.9928Delta0.0022Gamma1.42Leverage Ratio-0.0044Theta0.0031Rho1.41Eff Leverage0.0008Vega