0.01Open0.03Pre Close11 Volume1.85K Open Interest20.50Strike Price11.00Turnover1823.41%IV8.46%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0321Delta0.0891Gamma1891.00Leverage Ratio-13.5877Theta0.0000Rho60.75Eff Leverage0.0000Vega