0.06Open0.15Pre Close2 Volume1.26K Open Interest24.50Strike Price11.00Turnover73.44%IV1.25%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.2376Delta0.8683Gamma495.20Leverage Ratio-0.3972Theta0.0000Rho-117.64Eff Leverage0.0015Vega