0.11Open0.11Pre Close1 Volume0 Open Interest15.00Strike Price11.00Turnover105.02%IV23.23%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0660Delta0.0362Gamma176.32Leverage Ratio-0.0200Theta-0.0004Rho-11.63Eff Leverage0.0043Vega