0.11Open0.26Pre Close1 Volume134 Open Interest31.00Strike Price11.00Turnover87.92%IV29.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0875Delta0.0374Gamma149.59Leverage Ratio-0.0224Theta0.0008Rho13.09Eff Leverage0.0077Vega