0.01Open0.01Pre Close11 Volume0 Open Interest45.50Strike Price11.00Turnover78.60%IV20.65%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0173Delta0.0129Gamma1886.00Leverage Ratio-0.0124Theta0.0001Rho32.57Eff Leverage0.0018Vega