0.06Open0.05Pre Close2 Volume113 Open Interest5.00Strike Price11.00Turnover73.64%IV21.30%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0870Delta0.1372Gamma125.80Leverage Ratio-0.0039Theta-0.0003Rho-10.95Eff Leverage0.0025Vega