0.03Open0.02Pre Close3 Volume3.19K Open Interest70.00Strike Price11.00Turnover364.02%IV39.23%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0157Delta0.0053Gamma1257.63Leverage Ratio-0.2181Theta0.0000Rho19.79Eff Leverage0.0008Vega