0.03Open0.05Pre Close4 Volume577 Open Interest90.00Strike Price11.00Turnover24.62%IV5.19%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0243Delta0.0259Gamma4278.75Leverage Ratio-0.0127Theta0.0002Rho103.98Eff Leverage0.0051Vega