0.03Open0.05Pre Close9 Volume75 Open Interest44.00Strike Price11.00Turnover76.13%IV1.17%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0665Delta0.3768Gamma4451.00Leverage Ratio-0.5724Theta0.0000Rho-295.88Eff Leverage0.0006Vega