0.11Open0.15Pre Close1 Volume439 Open Interest1.00Strike Price11.00Turnover180.62%IV17.59%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.3449Delta0.9544Gamma9.82Leverage Ratio-0.0050Theta-0.0002Rho-3.39Eff Leverage0.0008Vega