11.81Open11.81Pre Close0 Volume2 Open Interest35.00Strike Price0.00Turnover94.49%IV1.56%PremiumNov 15, 2024Expiry Date11.09Intrinsic Value100Multiplier24DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type0.8965Delta0.0160Gamma3.90Leverage Ratio-0.0450Theta0.0197Rho3.50Eff Leverage0.0214Vega