11.65Open11.65Pre Close0 Volume0 Open Interest67.00Strike Price0.00Turnover423.45%IV0.34%PremiumJan 10, 2025Expiry Date11.46Intrinsic Value100Multiplier0DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.9319Delta0.0196Gamma4.77Leverage Ratio-1.4195Theta-0.0005Rho-4.44Eff Leverage0.0021Vega