0.03Open0.03Pre Close5 Volume605 Open Interest10.00Strike Price11.00Turnover151.09%IV46.92%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0385Delta0.0600Gamma341.00Leverage Ratio-0.0079Theta0.0000Rho13.12Eff Leverage0.0008Vega