0.59Open0.90Pre Close206 Volume17 Open Interest9.00Strike Price10.99KTurnover125.68%IV0.42%PremiumDec 13, 2024Expiry Date0.47Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8207Delta0.4821Gamma18.04Leverage Ratio-0.0949Theta0.0002Rho14.80Eff Leverage0.0011Vega