0.11Open0.03Pre Close1 Volume53 Open Interest108.00Strike Price11.00Turnover53.74%IV8.45%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0432Delta0.0150Gamma1071.36Leverage Ratio-0.0690Theta-0.0005Rho-46.26Eff Leverage0.0104Vega