0.11Open0.05Pre Close1 Volume219 Open Interest155.00Strike Price11.00Turnover42.23%IV12.27%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0224Delta0.0045Gamma1765.50Leverage Ratio-0.0314Theta-0.0009Rho-39.51Eff Leverage0.0148Vega