0.11Open0.60Pre Close1 Volume21 Open Interest12.50Strike Price11.00Turnover94.31%IV31.77%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0524Delta0.0237Gamma165.09Leverage Ratio-0.0092Theta-0.0007Rho-8.65Eff Leverage0.0051Vega