0.06Open0.08Pre Close2 Volume27 Open Interest252.50Strike Price11.00Turnover37.39%IV8.34%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0129Delta0.0030Gamma5508.60Leverage Ratio-0.0336Theta-0.0004Rho-71.24Eff Leverage0.0098Vega