0.11Open0.03Pre Close1 Volume2.87K Open Interest63.00Strike Price11.00Turnover1501.97%IV15.52%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0372Delta0.0113Gamma676.73Leverage Ratio-18.4073Theta0.0000Rho-25.16Eff Leverage0.0004Vega