0.01Open0.02Pre Close11 Volume8 Open Interest380.00Strike Price11.00Turnover630.16%IV16.81%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0012Delta0.0001Gamma45678.00Leverage Ratio-1.3538Theta0.0000Rho-56.87Eff Leverage0.0002Vega