11.60Open11.60Pre Close0 Volume0 Open Interest95.00Strike Price0.00Turnover32.51%IV3.72%PremiumJan 17, 2025Expiry Date7.78Intrinsic Value100Multiplier24DDays to Expiry3.82Extrinsic Value100Contract SizeAmericanOptions Type0.8474Delta0.0277Gamma11.75Leverage Ratio-0.0518Theta0.0509Rho9.95Eff Leverage0.0617Vega