0.04Open0.10Pre Close3 Volume171 Open Interest13.50Strike Price11.00Turnover3145.15%IV5.70%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1126Delta0.3417Gamma426.67Leverage Ratio-74.6152Theta0.0000Rho48.03Eff Leverage0.0000Vega