0.11Open0.14Pre Close1 Volume393 Open Interest13.00Strike Price11.00Turnover30.16%IV4.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2539Delta0.4026Gamma89.87Leverage Ratio-0.0088Theta-0.0012Rho-22.82Eff Leverage0.0085Vega