0.03Open0.05Pre Close3 Volume577 Open Interest8.50Strike Price11.00Turnover132.55%IV13.42%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0850Delta0.1582Gamma244.30Leverage Ratio-0.0307Theta0.0000Rho-20.77Eff Leverage0.0012Vega