0.01Open0.01Pre Close11 Volume768 Open Interest4.00Strike Price11.00Turnover334.95%IV44.24%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0461Delta0.1706Gamma278.00Leverage Ratio-0.0100Theta0.0000Rho12.81Eff Leverage0.0002Vega