0.06Open0.01Pre Close6 Volume22 Open Interest45.00Strike Price11.00Turnover643.10%IV88.31%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0001Delta0.0000Gamma38479.00Leverage Ratio-0.0091Theta0.0000Rho-5.37Eff Leverage0.0002Vega