0.11Open0.38Pre Close1 Volume623 Open Interest135.00Strike Price11.00Turnover453.04%IV7.62%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0403Delta0.0131Gamma1327.36Leverage Ratio-7.4232Theta0.0000Rho-53.52Eff Leverage0.0013Vega