0.11Open0.06Pre Close1 Volume201 Open Interest32.00Strike Price11.00Turnover37.37%IV1.36%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2988Delta0.5917Gamma288.00Leverage Ratio-0.1168Theta0.0002Rho86.06Eff Leverage0.0054Vega