11.30Open11.30Pre Close0 Volume2 Open Interest155.00Strike Price0.00Turnover141.60%IV12.39%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry11.30Extrinsic Value100Contract SizeAmericanOptions Type-0.3599Delta0.0094Gamma14.52Leverage Ratio-0.6990Theta-0.0196Rho-5.22Eff Leverage0.1057Vega