0.11Open0.08Pre Close1 Volume48 Open Interest55.00Strike Price11.00Turnover84.22%IV49.11%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0381Delta0.0107Gamma336.00Leverage Ratio-0.0139Theta0.0008Rho12.80Eff Leverage0.0076Vega