0.11Open0.02Pre Close1 Volume54 Open Interest40.50Strike Price11.00Turnover45.45%IV3.67%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0521Delta0.1179Gamma2096.50Leverage Ratio-0.0559Theta0.0000Rho-109.29Eff Leverage0.0021Vega