0.01Open0.02Pre Close11 Volume241 Open Interest14.00Strike Price11.00Turnover160.19%IV28.65%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0213Delta0.0386Gamma726.00Leverage Ratio-0.0094Theta0.0000Rho15.45Eff Leverage0.0004Vega