11.55Open11.55Pre Close0 Volume395 Open Interest430.00Strike Price0.00Turnover20.56%IV1.74%PremiumJan 17, 2025Expiry Date3.98Intrinsic Value100Multiplier22DDays to Expiry7.57Extrinsic Value100Contract SizeAmericanOptions Type0.6022Delta0.0175Gamma37.57Leverage Ratio-0.2226Theta0.1528Rho22.63Eff Leverage0.4140Vega