0.06Open0.07Pre Close789 Volume2.56K Open Interest34.00Strike Price11.02KTurnover106.39%IV0.38%PremiumDec 20, 2024Expiry Date0.24Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.6304Delta0.5263Gamma96.45Leverage Ratio-0.9811Theta0.0001Rho60.80Eff Leverage0.0025Vega