0.01Open0.01Pre Close11 Volume737 Open Interest62.00Strike Price11.00Turnover991.62%IV4.73%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0201Delta0.0358Gamma5921.00Leverage Ratio-15.4518Theta0.0000Rho119.28Eff Leverage0.0001Vega