11.80Open11.80Pre Close0 Volume5 Open Interest20.00Strike Price0.00Turnover186.20%IV0.70%PremiumDec 20, 2024Expiry Date11.58Intrinsic Value100Multiplier3DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.9944Delta0.0027Gamma2.72Leverage Ratio-0.0111Theta0.0020Rho2.71Eff Leverage0.0005Vega