0.11Open0.14Pre Close1 Volume394 Open Interest13.00Strike Price11.00Turnover33.54%IV4.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2298Delta0.3797Gamma108.32Leverage Ratio-0.0105Theta-0.0009Rho-24.89Eff Leverage0.0072Vega