0.05Open0.10Pre Close2 Volume803 Open Interest32.00Strike Price11.00Turnover5.21%IV0.99%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2783Delta0.9563Gamma529.08Leverage Ratio-0.0048Theta0.0040Rho147.22Eff Leverage0.0225Vega