0.11Open1.14Pre Close1 Volume46 Open Interest160.00Strike Price11.00Turnover47.02%IV22.00%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0128Delta0.0014Gamma1863.55Leverage Ratio-0.0168Theta-0.0013Rho-23.88Eff Leverage0.0166Vega