0.11Open0.05Pre Close1 Volume4 Open Interest117.00Strike Price11.00Turnover120.70%IV23.40%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0284Delta0.0062Gamma862.73Leverage Ratio-0.0827Theta0.0002Rho24.54Eff Leverage0.0056Vega