0.11Open0.14Pre Close1 Volume393 Open Interest13.00Strike Price11.00Turnover34.02%IV4.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2415Delta0.3673Gamma108.32Leverage Ratio-0.0104Theta-0.0011Rho-26.16Eff Leverage0.0078Vega