0.03Open0.05Pre Close3 Volume768 Open Interest66.00Strike Price11.00Turnover295.33%IV12.86%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0219Delta0.0109Gamma1892.25Leverage Ratio-0.6766Theta0.0000Rho-41.52Eff Leverage0.0009Vega