0.01Open0.05Pre Close11 Volume18 Open Interest20.00Strike Price11.00Turnover64.44%IV14.74%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0231Delta0.0462Gamma1744.00Leverage Ratio-0.0064Theta0.0000Rho40.29Eff Leverage0.0010Vega