0.01Open0.01Pre Close11 Volume3.68K Open Interest573.00Strike Price11.00Turnover67.13%IV5.25%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0032Delta0.0010Gamma54444.00Leverage Ratio-0.1493Theta0.0000Rho176.77Eff Leverage0.0015Vega