0.03Open0.04Pre Close5 Volume238 Open Interest16.50Strike Price11.00Turnover238.02%IV14.49%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0271Delta0.0630Gamma1442.00Leverage Ratio-0.0943Theta0.0000Rho39.02Eff Leverage0.0003Vega