0.11Open0.05Pre Close1 Volume133 Open Interest22.00Strike Price11.00Turnover136.41%IV28.17%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0877Delta0.0548Gamma156.82Leverage Ratio-0.0394Theta0.0002Rho13.75Eff Leverage0.0034Vega