0.11Open0.05Pre Close1 Volume4 Open Interest117.00Strike Price11.00Turnover119.18%IV23.48%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0287Delta0.0063Gamma862.18Leverage Ratio-0.0825Theta0.0002Rho24.71Eff Leverage0.0057Vega