0.11Open0.16Pre Close1 Volume15 Open Interest25.00Strike Price11.00Turnover31.20%IV2.41%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2820Delta0.4013Gamma170.03Leverage Ratio-0.0354Theta-0.0008Rho-47.95Eff Leverage0.0091Vega