0.03Open0.05Pre Close3 Volume577 Open Interest8.50Strike Price11.00Turnover136.50%IV12.15%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0894Delta0.1739Gamma240.75Leverage Ratio-0.0340Theta0.0000Rho-21.52Eff Leverage0.0011Vega