0.03Open0.05Pre Close3 Volume768 Open Interest66.00Strike Price11.00Turnover351.96%IV12.85%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0194Delta0.0086Gamma1892.12Leverage Ratio-0.7796Theta0.0000Rho-36.66Eff Leverage0.0007Vega