11.35Open11.35Pre Close0 Volume3 Open Interest845.00Strike Price0.00Turnover250.20%IV21.74%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry11.35Extrinsic Value100Contract SizeAmericanOptions Type0.1786Delta0.0020Gamma61.98Leverage Ratio-8.2984Theta0.0060Rho11.07Eff Leverage0.1329Vega