0.11Open0.04Pre Close1 Volume1.61K Open Interest7.50Strike Price11.00Turnover221.79%IV114.61%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1387Delta0.1137Gamma32.24Leverage Ratio-0.0096Theta0.0002Rho4.47Eff Leverage0.0019Vega