0.01Open0.01Pre Close11 Volume1 Open Interest277.50Strike Price11.00Turnover37.16%IV9.88%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0037Delta0.0013Gamma25256.50Leverage Ratio-0.0088Theta0.0001Rho94.49Eff Leverage0.0026Vega