0.03Open0.04Pre Close4 Volume2.47K Open Interest46.00Strike Price11.00Turnover305.40%IV22.56%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0164Delta0.0117Gamma1877.50Leverage Ratio-0.1913Theta0.0000Rho30.88Eff Leverage0.0005Vega