0.05Open0.21Pre Close3 Volume207 Open Interest6.00Strike Price11.00Turnover79.98%IV7.13%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0677Delta0.3968Gamma645.00Leverage Ratio-0.0097Theta0.0000Rho-43.65Eff Leverage0.0005Vega