0.05Open0.05Pre Close2 Volume199 Open Interest32.00Strike Price11.00Turnover20.93%IV1.42%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2183Delta0.6091Gamma526.83Leverage Ratio-0.0383Theta0.0004Rho114.99Eff Leverage0.0068Vega