0.01Open0.02Pre Close11 Volume495 Open Interest46.50Strike Price11.00Turnover483.19%IV5.01%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0246Delta0.0529Gamma4429.00Leverage Ratio-3.0675Theta0.0000Rho108.78Eff Leverage0.0001Vega