0.11Open0.15Pre Close1 Volume67 Open Interest70.00Strike Price11.00Turnover76.16%IV14.13%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1483Delta0.0321Gamma117.01Leverage Ratio-0.0965Theta0.0020Rho17.35Eff Leverage0.0219Vega