0.01Open0.04Pre Close11 Volume403 Open Interest34.50Strike Price11.00Turnover119.70%IV1.99%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0540Delta0.2519Gamma3519.00Leverage Ratio-0.5865Theta0.0000Rho-190.16Eff Leverage0.0004Vega