0.02Open0.02Pre Close6 Volume162 Open Interest165.00Strike Price11.00Turnover90.75%IV20.01%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0036Delta0.0012Gamma13750.00Leverage Ratio-0.0099Theta0.0000Rho49.63Eff Leverage0.0011Vega