0.11Open0.27Pre Close1 Volume23 Open Interest103.00Strike Price11.00Turnover52.03%IV10.30%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0546Delta0.0200Gamma747.84Leverage Ratio-0.0589Theta0.0006Rho40.85Eff Leverage0.0117Vega