0.01Open0.01Pre Close11 Volume3 Open Interest10.50Strike Price11.00Turnover191.31%IV57.34%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0207Delta0.0354Gamma668.00Leverage Ratio-0.0063Theta0.0000Rho13.80Eff Leverage0.0004Vega