0.02Open0.10Pre Close6 Volume1.70K Open Interest185.00Strike Price11.00Turnover35.08%IV10.11%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0051Delta0.0024Gamma16803.00Leverage Ratio-0.0077Theta0.0001Rho86.24Eff Leverage0.0026Vega