0.11Open0.12Pre Close1 Volume1 Open Interest855.00Strike Price11.00Turnover156.15%IV3.28%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0225Delta0.0040Gamma7527.00Leverage Ratio-8.5385Theta0.0000Rho169.12Eff Leverage0.0045Vega