0.05Open0.05Pre Close2 Volume199 Open Interest32.00Strike Price11.00Turnover18.61%IV1.42%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2187Delta0.6116Gamma526.83Leverage Ratio-0.0305Theta0.0005Rho115.24Eff Leverage0.0076Vega