11.75Open11.75Pre Close0 Volume5 Open Interest38.00Strike Price0.00Turnover340.69%IV2.53%PremiumOct 18, 2024Expiry Date11.07Intrinsic Value100Multiplier2DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.9051Delta0.0261Gamma2.38Leverage Ratio-0.2275Theta-0.0015Rho-2.15Eff Leverage0.0032Vega