0.03Open0.05Pre Close3 Volume577 Open Interest8.50Strike Price11.00Turnover129.40%IV13.19%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0875Delta0.1671Gamma243.63Leverage Ratio-0.0307Theta0.0000Rho-21.32Eff Leverage0.0012Vega