0.01Open0.05Pre Close11 Volume5 Open Interest37.00Strike Price11.00Turnover97.83%IV20.71%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0118Delta0.0123Gamma197.81Leverage Ratio-0.0090Theta0.0000Rho2.34Eff Leverage0.0008Vega