0.05Open0.05Pre Close3 Volume417 Open Interest45.00Strike Price11.00Turnover111.07%IV11.12%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0331Delta0.0314Gamma1350.83Leverage Ratio-0.0300Theta0.0000Rho44.76Eff Leverage0.0016Vega