0.01Open0.20Pre Close6 Volume409 Open Interest134.00Strike Price11.00Turnover35.76%IV6.55%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0490Delta0.0215Gamma1324.00Leverage Ratio-0.0525Theta0.0007Rho64.92Eff Leverage0.0134Vega