11.60Open11.60Pre Close0 Volume13 Open Interest52.50Strike Price0.00Turnover43.14%IV8.00%PremiumDec 20, 2024Expiry Date6.85Intrinsic Value100Multiplier32DDays to Expiry4.75Extrinsic Value100Contract SizeAmericanOptions Type0.8543Delta0.0302Gamma7.76Leverage Ratio-0.0323Theta0.0376Rho6.63Eff Leverage0.0401Vega