0.11Open0.01Pre Close1 Volume357 Open Interest95.00Strike Price11.00Turnover4200.06%IV78.04%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0014Delta0.0000Gamma3929.00Leverage Ratio-7.1879Theta0.0000Rho-5.44Eff Leverage0.0003Vega