0.11Open0.15Pre Close1 Volume104 Open Interest240.00Strike Price11.00Turnover31.31%IV8.51%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0306Delta0.0074Gamma2011.64Leverage Ratio-0.0441Theta0.0012Rho61.59Eff Leverage0.0208Vega