0.01Open0.02Pre Close11 Volume217 Open Interest16.00Strike Price11.00Turnover138.91%IV38.79%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0172Delta0.0251Gamma1153.50Leverage Ratio-0.0068Theta0.0000Rho19.81Eff Leverage0.0005Vega