0.01Open0.01Pre Close11 Volume561 Open Interest25.50Strike Price11.00Turnover61.11%IV5.94%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0342Delta0.1012Gamma2408.00Leverage Ratio-0.0282Theta0.0000Rho82.38Eff Leverage0.0009Vega