0.00Open11.65Pre Close0 Volume13 Open Interest75.00Strike Price0.00Turnover26.13%IV7.64%PremiumJan 17, 2025Expiry Date5.50Intrinsic Value100Multiplier11DDays to Expiry6.15Extrinsic Value100Contract SizeAmericanOptions Type0.9482Delta0.0290Gamma14.00Leverage Ratio-0.0254Theta0.0214Rho13.27Eff Leverage0.0149Vega