0.01Open0.01Pre Close11 Volume159 Open Interest33.50Strike Price11.00Turnover69.35%IV15.50%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0098Delta0.0089Gamma3963.50Leverage Ratio-0.0069Theta0.0000Rho-38.94Eff Leverage0.0011Vega