0.01Open0.03Pre Close11 Volume974 Open Interest25.50Strike Price11.00Turnover477.25%IV46.99%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0109Delta0.0101Gamma1735.50Leverage Ratio-0.0835Theta0.0000Rho18.87Eff Leverage0.0002Vega