0.16Open0.15Pre Close639 Volume2.11K Open Interest3.50Strike Price11.14KTurnover107.55%IV1.66%PremiumDec 6, 2024Expiry Date0.11Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.6691Delta1.2835Gamma20.63Leverage Ratio-0.0305Theta0.0001Rho13.80Eff Leverage0.0010Vega