0.01Open0.01Pre Close11 Volume716 Open Interest105.00Strike Price11.00Turnover50.81%IV10.30%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0083Delta0.0042Gamma7803.33Leverage Ratio-0.0128Theta-0.0001Rho-64.55Eff Leverage0.0024Vega