0.11Open0.24Pre Close1 Volume468 Open Interest7.50Strike Price11.00Turnover47.64%IV4.89%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2876Delta0.6360Gamma77.70Leverage Ratio-0.0119Theta-0.0005Rho-22.35Eff Leverage0.0038Vega