11.50Open11.50Pre Close0 Volume2 Open Interest107.00Strike Price0.00Turnover37.64%IV2.33%PremiumJan 17, 2025Expiry Date8.80Intrinsic Value100Multiplier20DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type0.8332Delta0.0245Gamma11.58Leverage Ratio-0.0742Theta0.0475Rho9.65Eff Leverage0.0678Vega