0.01Open0.02Pre Close11 Volume296 Open Interest122.00Strike Price11.00Turnover28.33%IV4.92%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0203Delta0.0183Gamma5814.50Leverage Ratio-0.0177Theta0.0002Rho118.32Eff Leverage0.0047Vega