0.04Open0.07Pre Close3 Volume102 Open Interest141.00Strike Price11.00Turnover18.27%IV3.28%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0411Delta0.0297Gamma2649.87Leverage Ratio-0.0249Theta-0.0007Rho-109.01Eff Leverage0.0143Vega