11.60Open11.60Pre Close0 Volume8 Open Interest155.00Strike Price0.00Turnover30.66%IV0.73%PremiumDec 20, 2024Expiry Date10.54Intrinsic Value100Multiplier27DDays to Expiry1.06Extrinsic Value100Contract SizeAmericanOptions Type-0.7875Delta0.0259Gamma12.45Leverage Ratio-0.0539Theta-0.0645Rho-9.81Eff Leverage0.1126Vega