0.11Open0.03Pre Close1 Volume2 Open Interest55.00Strike Price11.00Turnover300.89%IV99.53%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0332Delta0.0078Gamma251.09Leverage Ratio-0.0616Theta0.0001Rho8.34Eff Leverage0.0023Vega