11.70Open11.70Pre Close0 Volume20 Open Interest45.00Strike Price0.00Turnover151.15%IV1.25%PremiumSep 20, 2024Expiry Date11.00Intrinsic Value100Multiplier6DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.8914Delta0.0172Gamma4.81Leverage Ratio-0.1717Theta0.0062Rho4.28Eff Leverage0.0133Vega