0.05Open0.10Pre Close2 Volume273 Open Interest39.00Strike Price11.00Turnover26.66%IV2.86%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1537Delta0.2502Gamma506.33Leverage Ratio-0.0350Theta0.0005Rho77.83Eff Leverage0.0084Vega