0.02Open0.03Pre Close5 Volume252 Open Interest77.00Strike Price11.00Turnover54.45%IV5.71%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0221Delta0.0220Gamma4081.58Leverage Ratio-0.0200Theta-0.0001Rho-90.40Eff Leverage0.0023Vega