0.01Open0.01Pre Close11 Volume80 Open Interest100.00Strike Price11.00Turnover85.49%IV27.14%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0046Delta0.0019Gamma7866.00Leverage Ratio-0.0078Theta0.0000Rho36.21Eff Leverage0.0011Vega