0.11Open0.12Pre Close1 Volume9 Open Interest205.00Strike Price11.00Turnover92.40%IV14.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0243Delta0.0046Gamma1633.32Leverage Ratio-0.1031Theta0.0002Rho39.63Eff Leverage0.0076Vega