0.01Open0.01Pre Close11 Volume114 Open Interest16.50Strike Price11.00Turnover107.43%IV27.34%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0192Delta0.0314Gamma1296.50Leverage Ratio-0.0065Theta0.0000Rho24.83Eff Leverage0.0006Vega