11.90Open11.90Pre Close0 Volume1 Open Interest45.00Strike Price0.00Turnover84.03%IV2.07%PremiumJan 17, 2025Expiry Date11.20Intrinsic Value100Multiplier16DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.9395Delta0.0227Gamma2.99Leverage Ratio-0.0181Theta-0.0111Rho-2.81Eff Leverage0.0085Vega