0.11Open0.30Pre Close1 Volume1 Open Interest247.50Strike Price11.00Turnover38.96%IV5.12%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1396Delta0.0213Gamma324.91Leverage Ratio-0.2454Theta0.0041Rho45.34Eff Leverage0.0593Vega