0.03Open0.05Pre Close3 Volume768 Open Interest66.00Strike Price11.00Turnover359.45%IV13.22%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0204Delta0.0094Gamma1900.25Leverage Ratio-0.8838Theta0.0000Rho-38.70Eff Leverage0.0007Vega