0.11Open0.20Pre Close1 Volume48 Open Interest173.00Strike Price11.00Turnover61.76%IV8.28%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0292Delta0.0076Gamma1885.00Leverage Ratio-0.0914Theta-0.0003Rho-54.97Eff Leverage0.0094Vega