0.05Open0.03Pre Close5 Volume56 Open Interest22.50Strike Price11.00Turnover62.28%IV10.89%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0562Delta0.0882Gamma676.67Leverage Ratio-0.0170Theta0.0001Rho38.03Eff Leverage0.0023Vega