0.05Open0.05Pre Close3 Volume173 Open Interest33.00Strike Price11.00Turnover351.16%IV46.95%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0022Delta0.0005Gamma6219.00Leverage Ratio-0.0100Theta0.0000Rho-13.71Eff Leverage0.0003Vega