11.70Open11.70Pre Close0 Volume0 Open Interest55.00Strike Price0.00Turnover496.42%IV10.98%PremiumSep 20, 2024Expiry Date6.36Intrinsic Value100Multiplier2DDays to Expiry5.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5440Delta0.0205Gamma4.16Leverage Ratio-1.8438Theta-0.0023Rho-2.26Eff Leverage0.0154Vega