0.06Open0.08Pre Close2 Volume607 Open Interest30.00Strike Price11.00Turnover72.51%IV12.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0602Delta0.0603Gamma532.80Leverage Ratio-0.0273Theta0.0002Rho32.08Eff Leverage0.0033Vega