11.70Open11.70Pre Close0 Volume20 Open Interest52.00Strike Price0.00Turnover4535.49%IV3.16%PremiumJan 3, 2025Expiry Date9.75Intrinsic Value100Multiplier-1DDays to Expiry1.95Extrinsic Value100Contract SizeAmericanOptions Type0.9931Delta0.0044Gamma6.37Leverage Ratio-41.7977Theta0.0000Rho6.32Eff Leverage0.0000Vega