11.07Open11.07Pre Close0 Volume22 Open Interest100.00Strike Price0.00Turnover34.43%IV5.46%PremiumDec 20, 2024Expiry Date5.93Intrinsic Value100Multiplier27DDays to Expiry5.14Extrinsic Value100Contract SizeAmericanOptions Type-0.7204Delta0.0393Gamma13.16Leverage Ratio-0.0476Theta-0.0430Rho-9.48Eff Leverage0.0862Vega