0.01Open0.04Pre Close11 Volume613 Open Interest13.00Strike Price11.00Turnover82.17%IV15.81%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0197Delta0.0355Gamma1543.00Leverage Ratio-0.0063Theta0.0000Rho-30.39Eff Leverage0.0008Vega