11.40Open11.40Pre Close0 Volume5 Open Interest95.00Strike Price0.00Turnover48.33%IV4.52%PremiumJan 17, 2025Expiry Date7.44Intrinsic Value100Multiplier25DDays to Expiry3.96Extrinsic Value100Contract SizeAmericanOptions Type-0.7160Delta0.0314Gamma9.68Leverage Ratio-0.0687Theta-0.0391Rho-6.93Eff Leverage0.0772Vega