11.69Open11.69Pre Close0 Volume431 Open Interest10.00Strike Price0.00Turnover556.03%IV0.56%PremiumJan 17, 2025Expiry Date11.57Intrinsic Value100Multiplier6DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.9242Delta0.0093Gamma1.75Leverage Ratio-0.1824Theta0.0013Rho1.62Eff Leverage0.0040Vega