11.65Open11.65Pre Close0 Volume0 Open Interest40.00Strike Price0.00Turnover9977.68%IV0.21%PremiumSep 20, 2024Expiry Date11.59Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.8878Delta0.0264Gamma2.38Leverage Ratio-284.3419Theta0.0000Rho-2.11Eff Leverage0.0001Vega