0.05Open0.18Pre Close5 Volume649 Open Interest192.50Strike Price11.00Turnover202.62%IV4.91%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0072Delta0.0048Gamma20243.00Leverage Ratio-0.9723Theta0.0000Rho-146.74Eff Leverage0.0004Vega