0.11Open0.05Pre Close1 Volume179 Open Interest140.00Strike Price11.00Turnover54.59%IV11.97%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0367Delta0.0105Gamma1137.55Leverage Ratio-0.0581Theta0.0006Rho41.80Eff Leverage0.0113Vega