0.03Open0.11Pre Close3 Volume576 Open Interest330.00Strike Price11.00Turnover167.34%IV34.47%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0057Delta0.0006Gamma4909.00Leverage Ratio-0.0499Theta0.0001Rho28.21Eff Leverage0.0027Vega