0.03Open0.05Pre Close3 Volume768 Open Interest66.00Strike Price11.00Turnover314.99%IV15.28%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0186Delta0.0079Gamma1946.55Leverage Ratio-0.5858Theta0.0000Rho-36.29Eff Leverage0.0008Vega