0.05Open0.05Pre Close2 Volume199 Open Interest32.00Strike Price11.00Turnover24.36%IV1.42%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2178Delta0.6065Gamma526.83Leverage Ratio-0.0506Theta0.0003Rho114.73Eff Leverage0.0059Vega