0.01Open0.02Pre Close11 Volume217 Open Interest16.00Strike Price11.00Turnover144.76%IV39.22%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0169Delta0.0243Gamma1150.00Leverage Ratio-0.0070Theta0.0000Rho19.44Eff Leverage0.0005Vega