11.70Open11.70Pre Close0 Volume3 Open Interest30.00Strike Price0.00Turnover45.68%IV19.18%PremiumJan 17, 2025Expiry Date4.99Intrinsic Value100Multiplier22DDays to Expiry6.71Extrinsic Value100Contract SizeAmericanOptions Type0.9274Delta0.0353Gamma6.73Leverage Ratio-0.0155Theta0.0163Rho6.24Eff Leverage0.0118Vega