11.50Open11.50Pre Close0 Volume10 Open Interest30.25Strike Price0.00Turnover92.69%IV0.24%PremiumJan 17, 2025Expiry Date11.40Intrinsic Value100Multiplier8DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9903Delta0.0044Gamma3.64Leverage Ratio-0.0114Theta0.0070Rho3.60Eff Leverage0.0017Vega