11.70Open11.70Pre Close0 Volume1 Open Interest35.00Strike Price0.00Turnover76.14%IV8.10%PremiumNov 15, 2024Expiry Date8.20Intrinsic Value100Multiplier24DDays to Expiry3.50Extrinsic Value100Contract SizeAmericanOptions Type0.8807Delta0.0233Gamma4.88Leverage Ratio-0.0380Theta0.0197Rho4.30Eff Leverage0.0224Vega