0.01Open0.02Pre Close11 Volume370 Open Interest60.00Strike Price11.00Turnover27.62%IV3.90%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0243Delta0.0517Gamma5776.00Leverage Ratio-0.0098Theta0.0001Rho140.12Eff Leverage0.0023Vega