11.60Open11.60Pre Close0 Volume0 Open Interest22.00Strike Price0.00Turnover109.72%IV6.67%PremiumDec 20, 2024Expiry Date9.50Intrinsic Value100Multiplier9DDays to Expiry2.10Extrinsic Value100Contract SizeAmericanOptions Type0.9863Delta0.0065Gamma3.30Leverage Ratio-0.0122Theta0.0051Rho3.25Eff Leverage0.0017Vega