11.40Open11.40Pre Close0 Volume2 Open Interest31.00Strike Price0.00Turnover556.74%IV82.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry11.40Extrinsic Value100Contract SizeAmericanOptions Type0.7180Delta0.0095Gamma2.04Leverage Ratio-0.2221Theta0.0040Rho1.46Eff Leverage0.0215Vega