0.01Open0.03Pre Close11 Volume974 Open Interest25.50Strike Price11.00Turnover534.55%IV49.01%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0108Delta0.0099Gamma1712.00Leverage Ratio-0.1007Theta0.0000Rho18.43Eff Leverage0.0002Vega