0.03Open0.03Pre Close2 Volume183 Open Interest257.50Strike Price11.00Turnover83.59%IV8.55%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0106Delta0.0025Gamma7037.00Leverage Ratio-0.1724Theta-0.0001Rho-74.31Eff Leverage0.0037Vega