0.01Open0.02Pre Close11 Volume234 Open Interest23.00Strike Price11.00Turnover110.49%IV22.72%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0087Delta0.0072Gamma2975.00Leverage Ratio-0.0075Theta0.0000Rho-26.02Eff Leverage0.0007Vega