11.80Open11.80Pre Close0 Volume0 Open Interest30.00Strike Price0.00Turnover169.40%IV25.71%PremiumSep 20, 2024Expiry Date5.50Intrinsic Value100Multiplier3DDays to Expiry6.30Extrinsic Value100Contract SizeAmericanOptions Type-0.9016Delta0.0481Gamma4.34Leverage Ratio-0.0971Theta-0.0018Rho-3.91Eff Leverage0.0037Vega