0.54Open0.75Pre Close201 Volume2.21K Open Interest17.50Strike Price11.05KTurnover45.52%IV7.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.3994Delta0.1959Gamma35.37Leverage Ratio-0.0166Theta0.0041Rho14.13Eff Leverage0.0167Vega