0.11Open0.01Pre Close1 Volume120 Open Interest43.50Strike Price11.00Turnover100.16%IV10.87%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0647Delta0.0334Gamma442.55Leverage Ratio-0.0879Theta-0.0002Rho-28.62Eff Leverage0.0048Vega