0.03Open0.03Pre Close4 Volume4.86K Open Interest8.50Strike Price11.00Turnover441.67%IV40.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0609Delta0.0978Gamma203.00Leverage Ratio-0.0926Theta0.0000Rho12.36Eff Leverage0.0003Vega