0.01Open0.06Pre Close3 Volume10 Open Interest5.00Strike Price11.00Turnover102.87%IV43.47%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1206Delta0.2139Gamma70.40Leverage Ratio-0.0039Theta0.0003Rho8.49Eff Leverage0.0018Vega