0.01Open0.03Pre Close11 Volume519 Open Interest85.00Strike Price11.00Turnover78.97%IV24.56%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0056Delta0.0027Gamma6825.00Leverage Ratio-0.0075Theta0.0000Rho37.88Eff Leverage0.0012Vega