0.16Open0.06Pre Close941 Volume7.57K Open Interest71.00Strike Price11.06KTurnover56.60%IV3.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0482Delta0.0663Gamma2280.67Leverage Ratio-0.1300Theta0.0000Rho109.93Eff Leverage0.0027Vega