0.01Open0.05Pre Close3 Volume99 Open Interest129.00Strike Price11.00Turnover144.27%IV21.60%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0154Delta0.0041Gamma2122.60Leverage Ratio-0.0500Theta0.0001Rho32.69Eff Leverage0.0025Vega