0.01Open0.04Pre Close11 Volume23 Open Interest182.50Strike Price11.00Turnover38.21%IV11.38%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0048Delta0.0021Gamma16386.00Leverage Ratio-0.0076Theta0.0001Rho78.37Eff Leverage0.0025Vega