11.63Open11.63Pre Close0 Volume1 Open Interest37.00Strike Price0.00Turnover50.58%IV9.28%PremiumJan 17, 2025Expiry Date7.50Intrinsic Value100Multiplier20DDays to Expiry4.13Extrinsic Value100Contract SizeAmericanOptions Type0.9504Delta0.0196Gamma5.78Leverage Ratio-0.0175Theta0.0187Rho5.49Eff Leverage0.0106Vega