11.75Open11.75Pre Close0 Volume3 Open Interest125.00Strike Price0.00Turnover40.91%IV0.41%PremiumNov 15, 2024Expiry Date11.19Intrinsic Value100Multiplier20DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.8306Delta0.0191Gamma10.68Leverage Ratio-0.0934Theta0.0566Rho8.87Eff Leverage0.0816Vega