0.01Open0.03Pre Close11 Volume16 Open Interest44.00Strike Price11.00Turnover41.25%IV8.54%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0141Delta0.0181Gamma4810.00Leverage Ratio-0.0072Theta-0.0001Rho-67.96Eff Leverage0.0017Vega