0.00Open11.90Pre Close0 Volume0 Open Interest37.00Strike Price0.00Turnover209.69%IV1.35%PremiumDec 20, 2024Expiry Date11.56Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.9435Delta0.0206Gamma2.18Leverage Ratio-0.0651Theta-0.0030Rho-2.06Eff Leverage0.0030Vega