0.02Open0.05Pre Close7 Volume49 Open Interest44.50Strike Price11.00Turnover106.28%IV22.21%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0099Delta0.0086Gamma3642.00Leverage Ratio-0.0095Theta0.0000Rho35.97Eff Leverage0.0008Vega