11.70Open11.70Pre Close0 Volume0 Open Interest12.00Strike Price0.00Turnover166.59%IV9.47%PremiumJan 17, 2025Expiry Date9.65Intrinsic Value100Multiplier11DDays to Expiry2.05Extrinsic Value100Contract SizeAmericanOptions Type0.9859Delta0.0058Gamma2.23Leverage Ratio-0.0109Theta0.0035Rho2.20Eff Leverage0.0014Vega