11.60Open11.60Pre Close0 Volume12 Open Interest61.00Strike Price0.00Turnover90.26%IV4.85%PremiumJan 17, 2025Expiry Date8.24Intrinsic Value100Multiplier9DDays to Expiry3.36Extrinsic Value100Contract SizeAmericanOptions Type0.8367Delta0.0254Gamma7.53Leverage Ratio-0.1424Theta0.0118Rho6.30Eff Leverage0.0265Vega