0.11Open0.15Pre Close1 Volume15 Open Interest8.50Strike Price11.00Turnover73.03%IV3.95%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2903Delta0.5870Gamma79.41Leverage Ratio-0.0352Theta-0.0002Rho-23.05Eff Leverage0.0027Vega