0.05Open0.24Pre Close4 Volume48 Open Interest102.00Strike Price11.00Turnover7.12%IV0.52%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.1071Delta0.4736Gamma5074.50Leverage Ratio-0.0200Theta0.0003Rho543.63Eff Leverage0.0100Vega