11.40Open11.40Pre Close0 Volume4 Open Interest40.00Strike Price0.00Turnover221.21%IV17.46%PremiumJan 17, 2025Expiry Date5.35Intrinsic Value100Multiplier25DDays to Expiry6.05Extrinsic Value100Contract SizeAmericanOptions Type-0.4805Delta0.0198Gamma3.04Leverage Ratio-0.1576Theta-0.0172Rho-1.46Eff Leverage0.0364Vega