0.04Open0.05Pre Close3 Volume40 Open Interest81.00Strike Price11.00Turnover15.95%IV2.00%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0676Delta0.1288Gamma2648.00Leverage Ratio-0.0233Theta0.0003Rho178.97Eff Leverage0.0083Vega