0.05Open0.08Pre Close2 Volume48 Open Interest150.00Strike Price11.00Turnover72.69%IV13.43%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0188Delta0.0038Gamma2037.76Leverage Ratio-0.0615Theta-0.0003Rho-38.22Eff Leverage0.0077Vega