0.00Open11.65Pre Close0 Volume13 Open Interest75.00Strike Price0.00Turnover31.31%IV7.59%PremiumJan 17, 2025Expiry Date5.54Intrinsic Value100Multiplier11DDays to Expiry6.11Extrinsic Value100Contract SizeAmericanOptions Type0.9103Delta0.0370Gamma14.01Leverage Ratio-0.0397Theta0.0204Rho12.75Eff Leverage0.0227Vega