0.03Open0.30Pre Close5 Volume34 Open Interest71.00Strike Price11.00Turnover20.33%IV2.55%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0439Delta0.0839Gamma3642.00Leverage Ratio-0.0177Theta-0.0002Rho-159.81Eff Leverage0.0051Vega