0.11Open0.30Pre Close1 Volume2 Open Interest48.50Strike Price11.00Turnover90.53%IV4.93%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2496Delta0.0819Gamma84.83Leverage Ratio-0.2514Theta-0.0009Rho-21.17Eff Leverage0.0136Vega