0.11Open0.05Pre Close1 Volume4 Open Interest117.00Strike Price11.00Turnover120.27%IV23.30%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0285Delta0.0063Gamma863.45Leverage Ratio-0.0826Theta0.0002Rho24.61Eff Leverage0.0057Vega