0.11Open0.05Pre Close1 Volume107 Open Interest6.50Strike Price11.00Turnover563.65%IV62.81%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1564Delta0.1512Gamma36.91Leverage Ratio-0.0932Theta0.0000Rho5.77Eff Leverage0.0007Vega