11.64Open11.64Pre Close0 Volume31 Open Interest52.00Strike Price0.00Turnover1188.19%IV7.46%PremiumJan 10, 2025Expiry Date7.22Intrinsic Value100Multiplier0DDays to Expiry4.42Extrinsic Value100Contract SizeAmericanOptions Type0.7098Delta0.0170Gamma5.09Leverage Ratio-11.8262Theta0.0002Rho3.61Eff Leverage0.0058Vega