0.04Open0.05Pre Close3 Volume130 Open Interest37.50Strike Price11.00Turnover131.47%IV12.19%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0260Delta0.0203Gamma1422.33Leverage Ratio-0.0300Theta0.0000Rho-36.96Eff Leverage0.0014Vega