0.11Open0.26Pre Close1 Volume134 Open Interest31.00Strike Price11.00Turnover85.54%IV28.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0885Delta0.0383Gamma151.03Leverage Ratio-0.0221Theta0.0008Rho13.37Eff Leverage0.0079Vega