0.02Open0.05Pre Close3 Volume895 Open Interest65.00Strike Price11.00Turnover40.15%IV9.74%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0349Delta0.0261Gamma1481.75Leverage Ratio-0.0182Theta0.0003Rho51.70Eff Leverage0.0057Vega