11.85Open11.85Pre Close0 Volume16 Open Interest115.00Strike Price0.00Turnover31.91%IV-0.66%PremiumJan 17, 2025Expiry Date12.53Intrinsic Value100Multiplier23DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9300Delta0.0228Gamma8.10Leverage Ratio-0.0166Theta-0.0304Rho-7.53Eff Leverage0.0334Vega