0.11Open0.20Pre Close1 Volume48 Open Interest173.00Strike Price11.00Turnover68.18%IV8.61%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0284Delta0.0072Gamma1891.70Leverage Ratio-0.0962Theta-0.0003Rho-53.73Eff Leverage0.0086Vega