0.11Open0.05Pre Close1 Volume103 Open Interest105.00Strike Price11.00Turnover41.62%IV18.30%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0360Delta0.0100Gamma807.73Leverage Ratio-0.0184Theta0.0014Rho29.09Eff Leverage0.0151Vega