0.01Open0.01Pre Close11 Volume1 Open Interest277.50Strike Price11.00Turnover36.64%IV9.54%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0038Delta0.0013Gamma25333.50Leverage Ratio-0.0089Theta0.0001Rho97.08Eff Leverage0.0027Vega