0.11Open0.28Pre Close1 Volume11 Open Interest89.00Strike Price11.00Turnover139.42%IV6.20%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0604Delta0.0440Gamma1198.64Leverage Ratio-0.8063Theta0.0000Rho72.38Eff Leverage0.0023Vega