0.11Open0.08Pre Close1 Volume15 Open Interest53.00Strike Price11.00Turnover56.32%IV7.21%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1208Delta0.0547Gamma253.33Leverage Ratio-0.0747Theta-0.0009Rho-30.60Eff Leverage0.0131Vega