0.11Open0.12Pre Close1 Volume9 Open Interest205.00Strike Price11.00Turnover93.39%IV14.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0241Delta0.0046Gamma1628.18Leverage Ratio-0.1032Theta0.0002Rho39.24Eff Leverage0.0075Vega