0.03Open0.05Pre Close3 Volume768 Open Interest66.00Strike Price11.00Turnover299.54%IV14.28%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0202Delta0.0093Gamma1923.75Leverage Ratio-0.6073Theta0.0000Rho-38.93Eff Leverage0.0009Vega