0.05Open0.03Pre Close3 Volume317 Open Interest98.00Strike Price11.00Turnover74.75%IV18.77%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0121Delta0.0051Gamma3300.80Leverage Ratio-0.0190Theta0.0001Rho39.79Eff Leverage0.0026Vega