0.11Open0.14Pre Close1 Volume393 Open Interest13.00Strike Price11.00Turnover32.33%IV4.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2411Delta0.3664Gamma108.32Leverage Ratio-0.0093Theta-0.0012Rho-26.12Eff Leverage0.0082Vega