0.01Open0.03Pre Close11 Volume173 Open Interest44.00Strike Price11.00Turnover38.32%IV8.12%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0248Delta0.0276Gamma2394.00Leverage Ratio-0.0107Theta-0.0001Rho-59.41Eff Leverage0.0032Vega