0.05Open0.06Pre Close3 Volume140 Open Interest25.50Strike Price11.00Turnover999.77%IV2.70%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1163Delta0.3673Gamma828.67Leverage Ratio-30.6533Theta0.0000Rho96.38Eff Leverage0.0001Vega