11.65Open11.65Pre Close0 Volume1 Open Interest39.00Strike Price0.00Turnover252.08%IV0.50%PremiumDec 6, 2024Expiry Date11.40Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.9114Delta0.0155Gamma4.24Leverage Ratio-0.3141Theta0.0023Rho3.87Eff Leverage0.0066Vega