11.65Open11.65Pre Close0 Volume13 Open Interest75.00Strike Price0.00Turnover43.68%IV8.24%PremiumJan 17, 2025Expiry Date5.05Intrinsic Value100Multiplier11DDays to Expiry6.60Extrinsic Value100Contract SizeAmericanOptions Type0.8214Delta0.0433Gamma13.92Leverage Ratio-0.0802Theta0.0178Rho11.44Eff Leverage0.0360Vega