0.01Open0.01Pre Close11 Volume520 Open Interest10.50Strike Price11.00Turnover3011.20%IV99.81%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0187Delta0.0281Gamma526.00Leverage Ratio-0.8681Theta0.0000Rho9.81Eff Leverage0.0000Vega