0.05Open0.10Pre Close2 Volume273 Open Interest39.00Strike Price11.00Turnover26.98%IV2.97%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1526Delta0.2467Gamma505.80Leverage Ratio-0.0353Theta0.0005Rho77.18Eff Leverage0.0083Vega