14.22Open14.22Pre Close0 Volume10 Open Interest255.00Strike Price0.00Turnover19.19%IV1.11%PremiumJan 17, 2025Expiry Date11.51Intrinsic Value100Multiplier11DDays to Expiry2.71Extrinsic Value100Contract SizeAmericanOptions Type-0.9223Delta0.0243Gamma20.90Leverage Ratio-0.0358Theta-0.0339Rho-19.28Eff Leverage0.0599Vega