0.15Open0.15Pre Close665 Volume1.56K Open Interest14.00Strike Price11.06KTurnover480.38%IV0.07%PremiumNov 29, 2024Expiry Date0.21Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9209Delta1.0552Gamma101.50Leverage Ratio-6.5404Theta0.0000Rho93.47Eff Leverage0.0000Vega