0.11Open0.11Pre Close1 Volume19 Open Interest75.00Strike Price11.00Turnover24.58%IV10.91%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0575Delta0.0276Gamma677.20Leverage Ratio-0.0108Theta0.0024Rho38.91Eff Leverage0.0195Vega