0.06Open0.07Pre Close790 Volume2.56K Open Interest34.00Strike Price11.05KTurnover85.60%IV-0.25%PremiumDec 20, 2024Expiry Date0.40Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7120Delta0.6230Gamma73.97Leverage Ratio-0.7520Theta0.0001Rho52.66Eff Leverage0.0022Vega