0.04Open0.04Pre Close2.81K Volume2.83K Open Interest6.00Strike Price11.07KTurnover541.38%IV0.67%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.3339Delta5.2942Gamma398.00Leverage Ratio-7.7470Theta0.0000Rho132.90Eff Leverage0.0000Vega