0.01Open0.01Pre Close11 Volume407 Open Interest56.00Strike Price11.00Turnover248.56%IV27.69%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0073Delta0.0047Gamma4386.50Leverage Ratio-0.0675Theta0.0000Rho32.14Eff Leverage0.0003Vega