0.01Open0.01Pre Close11 Volume11 Open Interest26.50Strike Price11.00Turnover68.56%IV15.16%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0185Delta0.0297Gamma2302.00Leverage Ratio-0.0075Theta0.0000Rho42.47Eff Leverage0.0010Vega