0.05Open0.03Pre Close3 Volume317 Open Interest98.00Strike Price11.00Turnover73.51%IV18.93%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0122Delta0.0052Gamma3296.40Leverage Ratio-0.0189Theta0.0001Rho40.20Eff Leverage0.0026Vega