0.11Open0.20Pre Close1 Volume3 Open Interest270.00Strike Price11.00Turnover200.60%IV62.92%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0103Delta0.0008Gamma1507.18Leverage Ratio-0.0851Theta0.0002Rho15.51Eff Leverage0.0046Vega