0.01Open0.01Pre Close11 Volume11 Open Interest27.50Strike Price11.00Turnover83.62%IV19.50%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0155Delta0.0210Gamma2302.00Leverage Ratio-0.0076Theta0.0000Rho35.71Eff Leverage0.0009Vega