0.06Open0.09Pre Close2 Volume158 Open Interest55.00Strike Price11.00Turnover27.55%IV6.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0647Delta0.0485Gamma782.80Leverage Ratio-0.0164Theta-0.0009Rho-50.67Eff Leverage0.0120Vega