0.03Open0.07Pre Close3 Volume740 Open Interest13.00Strike Price11.00Turnover135.63%IV23.55%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0222Delta0.0228Gamma847.00Leverage Ratio-0.0132Theta0.0000Rho-18.78Eff Leverage0.0009Vega