0.11Open0.10Pre Close1 Volume368 Open Interest90.00Strike Price11.00Turnover51.06%IV21.69%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0368Delta0.0104Gamma673.18Leverage Ratio-0.0198Theta0.0011Rho24.80Eff Leverage0.0123Vega