0.01Open0.03Pre Close11 Volume320 Open Interest25.00Strike Price11.00Turnover757.28%IV2.65%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0561Delta0.2711Gamma2567.00Leverage Ratio-13.4515Theta0.0000Rho-143.92Eff Leverage0.0001Vega