0.01Open0.01Pre Close11 Volume3 Open Interest3.50Strike Price11.00Turnover226.55%IV54.63%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0479Delta0.1813Gamma227.00Leverage Ratio-0.0056Theta0.0000Rho10.86Eff Leverage0.0002Vega