0.11Open0.05Pre Close1 Volume179 Open Interest26.00Strike Price11.00Turnover60.13%IV7.71%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1436Delta0.1473Gamma220.36Leverage Ratio-0.0423Theta0.0004Rho31.64Eff Leverage0.0058Vega