0.02Open0.09Pre Close2 Volume39 Open Interest35.00Strike Price11.00Turnover245.36%IV60.67%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0432Delta0.0164Gamma242.67Leverage Ratio-0.0539Theta0.0001Rho10.48Eff Leverage0.0021Vega