0.11Open0.26Pre Close1 Volume134 Open Interest31.00Strike Price11.00Turnover86.74%IV29.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0879Delta0.0377Gamma150.44Leverage Ratio-0.0222Theta0.0008Rho13.22Eff Leverage0.0078Vega