0.11Open0.12Pre Close1 Volume203 Open Interest115.00Strike Price11.00Turnover42.30%IV16.93%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0336Delta0.0051Gamma691.55Leverage Ratio-0.0230Theta-0.0026Rho-23.21Eff Leverage0.0257Vega