0.01Open0.05Pre Close7 Volume11 Open Interest240.00Strike Price11.00Turnover88.94%IV30.98%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0052Delta0.0008Gamma6108.33Leverage Ratio-0.0208Theta0.0001Rho31.58Eff Leverage0.0032Vega