11.87Open11.87Pre Close0 Volume0 Open Interest42.00Strike Price0.00Turnover1400.42%IV8.08%PremiumJan 10, 2025Expiry Date9.22Intrinsic Value100Multiplier0DDays to Expiry2.65Extrinsic Value100Contract SizeAmericanOptions Type-0.6474Delta0.0269Gamma3.54Leverage Ratio-7.9054Theta-0.0003Rho-2.29Eff Leverage0.0037Vega