0.04Open0.05Pre Close3 Volume40 Open Interest81.00Strike Price11.00Turnover14.44%IV2.00%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0677Delta0.1293Gamma2648.00Leverage Ratio-0.0203Theta0.0004Rho179.34Eff Leverage0.0092Vega