11.60Open11.60Pre Close0 Volume0 Open Interest65.00Strike Price0.00Turnover48.46%IV0.22%PremiumDec 20, 2024Expiry Date11.48Intrinsic Value100Multiplier23DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.9467Delta0.0229Gamma4.63Leverage Ratio-0.0111Theta-0.0173Rho-4.39Eff Leverage0.0142Vega