11.63Open11.63Pre Close0 Volume1 Open Interest37.00Strike Price0.00Turnover49.61%IV9.28%PremiumJan 17, 2025Expiry Date7.50Intrinsic Value100Multiplier20DDays to Expiry4.13Extrinsic Value100Contract SizeAmericanOptions Type0.9512Delta0.0194Gamma5.78Leverage Ratio-0.0169Theta0.0193Rho5.50Eff Leverage0.0106Vega