0.11Open0.12Pre Close1 Volume351 Open Interest44.00Strike Price11.00Turnover35.18%IV6.82%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0870Delta0.0649Gamma471.00Leverage Ratio-0.0233Theta-0.0008Rho-41.00Eff Leverage0.0110Vega