0.01Open0.04Pre Close11 Volume25 Open Interest24.50Strike Price11.00Turnover150.50%IV30.90%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0056Delta0.0030Gamma3544.00Leverage Ratio-0.0079Theta0.0000Rho-19.90Eff Leverage0.0006Vega