0.01Open0.02Pre Close11 Volume1.17K Open Interest182.50Strike Price11.00Turnover140.06%IV16.09%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0024Delta0.0005Gamma21749.00Leverage Ratio-0.0585Theta0.0000Rho-52.59Eff Leverage0.0007Vega