11.60Open11.60Pre Close0 Volume107 Open Interest170.00Strike Price0.00Turnover60.24%IV3.78%PremiumNov 15, 2024Expiry Date5.37Intrinsic Value100Multiplier21DDays to Expiry6.23Extrinsic Value100Contract SizeAmericanOptions Type-0.5542Delta0.0167Gamma13.38Leverage Ratio-0.2158Theta-0.0521Rho-7.42Eff Leverage0.1556Vega