0.03Open0.03Pre Close5.95K Volume20.36K Open Interest235.00Strike Price11.05KTurnover47.51%IV5.68%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0088Delta0.0046Gamma14825.33Leverage Ratio-0.0629Theta0.0000Rho130.46Eff Leverage0.0026Vega