0.01Open0.04Pre Close11 Volume35 Open Interest58.00Strike Price11.00Turnover102.31%IV24.05%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0039Delta0.0014Gamma7635.00Leverage Ratio-0.0079Theta0.0000Rho-29.71Eff Leverage0.0009Vega