0.03Open0.03Pre Close5 Volume654 Open Interest37.00Strike Price11.00Turnover255.53%IV60.71%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0179Delta0.0089Gamma767.83Leverage Ratio-0.0265Theta0.0000Rho13.78Eff Leverage0.0009Vega