0.16Open0.06Pre Close941 Volume7.57K Open Interest71.00Strike Price11.06KTurnover44.04%IV3.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0482Delta0.0664Gamma2280.67Leverage Ratio-0.0790Theta0.0001Rho110.02Eff Leverage0.0034Vega