11.82Open11.82Pre Close0 Volume8 Open Interest170.00Strike Price0.00Turnover37.17%IV3.87%PremiumDec 20, 2024Expiry Date5.46Intrinsic Value100Multiplier22DDays to Expiry6.36Extrinsic Value100Contract SizeAmericanOptions Type-0.6144Delta0.0258Gamma18.38Leverage Ratio-0.1205Theta-0.0555Rho-11.30Eff Leverage0.1542Vega