0.01Open0.05Pre Close11 Volume333 Open Interest23.50Strike Price11.00Turnover63.82%IV15.39%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0203Delta0.0358Gamma2037.50Leverage Ratio-0.0066Theta0.0000Rho41.37Eff Leverage0.0011Vega