0.01Open0.02Pre Close11 Volume447 Open Interest195.00Strike Price11.00Turnover61.62%IV17.62%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0034Delta0.0010Gamma16580.00Leverage Ratio-0.0087Theta0.0001Rho56.33Eff Leverage0.0016Vega