0.11Open0.12Pre Close1 Volume49.55K Open Interest50.00Strike Price11.00Turnover20.65%IV7.44%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1194Delta0.0761Gamma310.93Leverage Ratio-0.0102Theta0.0040Rho37.12Eff Leverage0.0252Vega