11.75Open11.75Pre Close0 Volume15 Open Interest250.00Strike Price0.00Turnover18.58%IV2.80%PremiumSep 20, 2024Expiry Date4.62Intrinsic Value100Multiplier6DDays to Expiry7.13Extrinsic Value100Contract SizeAmericanOptions Type0.7961Delta0.0476Gamma46.29Leverage Ratio-0.1746Theta0.0312Rho36.85Eff Leverage0.0907Vega