0.11Open0.01Pre Close1 Volume357 Open Interest95.00Strike Price11.00Turnover4508.32%IV77.92%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0014Delta0.0000Gamma3907.18Leverage Ratio-8.2609Theta0.0000Rho-5.39Eff Leverage0.0002Vega