11.66Open11.66Pre Close0 Volume50 Open Interest240.00Strike Price0.00Turnover38.38%IV4.70%PremiumJan 17, 2025Expiry Date0.36Intrinsic Value100Multiplier22DDays to Expiry11.30Extrinsic Value100Contract SizeAmericanOptions Type0.5365Delta0.0173Gamma24.91Leverage Ratio-0.2182Theta0.0739Rho13.36Eff Leverage0.2377Vega