11.90Open11.90Pre Close0 Volume4 Open Interest7.50Strike Price0.00Turnover500.38%IV0.36%PremiumJan 17, 2025Expiry Date11.83Intrinsic Value100Multiplier11DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9375Delta0.0074Gamma1.55Leverage Ratio-0.0956Theta0.0017Rho1.45Eff Leverage0.0041Vega