0.05Open0.05Pre Close2 Volume199 Open Interest32.00Strike Price11.00Turnover24.01%IV1.42%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2178Delta0.6068Gamma526.83Leverage Ratio-0.0494Theta0.0003Rho114.76Eff Leverage0.0059Vega