0.01Open0.06Pre Close11 Volume27 Open Interest330.00Strike Price11.00Turnover94.67%IV13.55%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0018Delta0.0003Gamma38169.00Leverage Ratio-0.0100Theta0.0000Rho-67.65Eff Leverage0.0012Vega