0.01Open0.02Pre Close11 Volume88 Open Interest104.00Strike Price11.00Turnover116.54%IV16.67%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0059Delta0.0031Gamma8915.00Leverage Ratio-0.0398Theta0.0000Rho52.49Eff Leverage0.0008Vega