0.11Open0.01Pre Close1 Volume120 Open Interest43.50Strike Price11.00Turnover97.09%IV10.66%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0665Delta0.0352Gamma441.50Leverage Ratio-0.0870Theta-0.0002Rho-29.35Eff Leverage0.0049Vega