11.50Open11.50Pre Close0 Volume19 Open Interest100.00Strike Price0.00Turnover34.28%IV4.46%PremiumDec 20, 2024Expiry Date6.74Intrinsic Value100Multiplier5DDays to Expiry4.76Extrinsic Value100Contract SizeAmericanOptions Type0.9479Delta0.0243Gamma15.47Leverage Ratio-0.0523Theta0.0135Rho14.66Eff Leverage0.0136Vega