0.01Open0.01Pre Close11 Volume86 Open Interest86.00Strike Price11.00Turnover99.76%IV27.55%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0052Delta0.0024Gamma6743.00Leverage Ratio-0.0087Theta0.0000Rho34.84Eff Leverage0.0009Vega