11.91Open11.91Pre Close0 Volume5 Open Interest86.00Strike Price0.00Turnover63.04%IV7.50%PremiumDec 20, 2024Expiry Date5.08Intrinsic Value100Multiplier22DDays to Expiry6.83Extrinsic Value100Contract SizeAmericanOptions Type0.6793Delta0.0254Gamma10.72Leverage Ratio-0.1225Theta0.0320Rho7.28Eff Leverage0.0799Vega