0.11Open0.30Pre Close1 Volume27 Open Interest36.00Strike Price11.00Turnover104.27%IV21.96%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0423Delta0.0132Gamma367.92Leverage Ratio-0.0387Theta-0.0004Rho-15.58Eff Leverage0.0059Vega