11.50Open11.50Pre Close0 Volume7 Open Interest22.50Strike Price0.00Turnover168.45%IV13.48%PremiumSep 20, 2024Expiry Date7.46Intrinsic Value100Multiplier7DDays to Expiry4.04Extrinsic Value100Contract SizeAmericanOptions Type0.9035Delta0.0234Gamma3.82Leverage Ratio-0.0831Theta0.0040Rho3.45Eff Leverage0.0074Vega