0.01Open0.03Pre Close11 Volume775 Open Interest5.00Strike Price11.00Turnover143.58%IV89.06%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0336Delta0.0887Gamma265.00Leverage Ratio-0.0017Theta0.0000Rho8.91Eff Leverage0.0004Vega