0.01Open0.02Pre Close11 Volume92 Open Interest104.00Strike Price11.00Turnover184.85%IV16.67%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0059Delta0.0031Gamma8915.00Leverage Ratio-0.1000Theta0.0000Rho52.48Eff Leverage0.0005Vega