0.11Open0.03Pre Close1 Volume79 Open Interest5.50Strike Price11.00Turnover472.64%IV87.63%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1692Delta0.1675Gamma27.18Leverage Ratio-0.0443Theta0.0000Rho4.60Eff Leverage0.0008Vega