0.03Open0.03Pre Close5 Volume234 Open Interest35.00Strike Price11.00Turnover126.76%IV21.52%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0115Delta0.0062Gamma2228.50Leverage Ratio-0.0173Theta0.0000Rho-25.69Eff Leverage0.0012Vega