0.03Open0.05Pre Close3 Volume768 Open Interest66.00Strike Price11.00Turnover326.45%IV12.00%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0202Delta0.0093Gamma1873.88Leverage Ratio-0.7183Theta0.0000Rho-37.83Eff Leverage0.0008Vega