11.65Open11.65Pre Close0 Volume540 Open Interest126.00Strike Price0.00Turnover49.57%IV0.07%PremiumDec 20, 2024Expiry Date11.55Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9638Delta0.0116Gamma11.78Leverage Ratio-0.0766Theta0.0121Rho11.35Eff Leverage0.0109Vega