11.75Open11.75Pre Close0 Volume1 Open Interest31.00Strike Price0.00Turnover828.31%IV20.55%PremiumDec 27, 2024Expiry Date6.77Intrinsic Value100Multiplier0DDays to Expiry4.98Extrinsic Value100Contract SizeAmericanOptions Type-0.7801Delta0.0450Gamma3.23Leverage Ratio-2.4925Theta-0.0003Rho-2.52Eff Leverage0.0023Vega