10.87Open10.87Pre Close0 Volume5 Open Interest85.00Strike Price0.00Turnover56.72%IV6.27%PremiumDec 20, 2024Expiry Date5.91Intrinsic Value100Multiplier27DDays to Expiry4.96Extrinsic Value100Contract SizeAmericanOptions Type-0.6448Delta0.0307Gamma9.42Leverage Ratio-0.0780Theta-0.0373Rho-6.07Eff Leverage0.0806Vega