11.60Open11.60Pre Close0 Volume33 Open Interest26.00Strike Price0.00Turnover46.47%IV38.69%PremiumJan 17, 2025Expiry Date1.11Intrinsic Value100Multiplier6DDays to Expiry10.49Extrinsic Value100Contract SizeAmericanOptions Type0.7708Delta0.1872Gamma20.08Leverage Ratio-0.0439Theta0.0032Rho15.48Eff Leverage0.0106Vega