0.11Open0.14Pre Close1 Volume393 Open Interest13.00Strike Price11.00Turnover30.96%IV4.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2475Delta0.3842Gamma108.12Leverage Ratio-0.0089Theta-0.0012Rho-26.76Eff Leverage0.0084Vega