0.02Open0.02Pre Close6 Volume61 Open Interest61.00Strike Price11.00Turnover88.07%IV23.06%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0039Delta0.0015Gamma7927.00Leverage Ratio-0.0070Theta0.0000Rho-31.14Eff Leverage0.0011Vega