11.55Open11.55Pre Close0 Volume395 Open Interest430.00Strike Price0.00Turnover23.78%IV1.74%PremiumJan 17, 2025Expiry Date3.98Intrinsic Value100Multiplier22DDays to Expiry7.57Extrinsic Value100Contract SizeAmericanOptions Type0.5914Delta0.0152Gamma33.64Leverage Ratio-0.2535Theta0.1494Rho19.90Eff Leverage0.4173Vega