11.70Open11.70Pre Close0 Volume6 Open Interest350.00Strike Price0.00Turnover26.17%IV2.90%PremiumJan 17, 2025Expiry Date1.61Intrinsic Value100Multiplier6DDays to Expiry10.09Extrinsic Value100Contract SizeAmericanOptions Type-0.5395Delta0.0334Gamma63.34Leverage Ratio-0.3739Theta-0.0295Rho-34.18Eff Leverage0.1812Vega