0.11Open0.23Pre Close1 Volume102 Open Interest1005.00Strike Price11.00Turnover54.85%IV8.20%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0049Delta0.0005Gamma8444.68Leverage Ratio-0.0450Theta0.0002Rho41.04Eff Leverage0.0076Vega