0.11Open0.05Pre Close1 Volume4 Open Interest117.00Strike Price11.00Turnover117.50%IV23.70%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0290Delta0.0065Gamma860.68Leverage Ratio-0.0827Theta0.0002Rho24.94Eff Leverage0.0058Vega