0.18Open0.28Pre Close820 Volume6.96K Open Interest91.00Strike Price11.06KTurnover55.98%IV6.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0600Delta0.0337Gamma1064.25Leverage Ratio-0.0783Theta0.0003Rho63.88Eff Leverage0.0075Vega