0.11Open0.05Pre Close1 Volume4 Open Interest117.00Strike Price11.00Turnover117.62%IV23.94%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0289Delta0.0064Gamma859.00Leverage Ratio-0.0821Theta0.0002Rho24.78Eff Leverage0.0058Vega