11.70Open11.70Pre Close0 Volume0 Open Interest130.00Strike Price0.00Turnover38.75%IV3.81%PremiumOct 18, 2024Expiry Date7.01Intrinsic Value100Multiplier11DDays to Expiry4.69Extrinsic Value100Contract SizeAmericanOptions Type-0.7782Delta0.0363Gamma15.57Leverage Ratio-0.0995Theta-0.0253Rho-12.11Eff Leverage0.0644Vega