0.01Open0.01Pre Close11 Volume279 Open Interest130.00Strike Price11.00Turnover99.17%IV11.14%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0047Delta0.0020Gamma14629.00Leverage Ratio-0.0504Theta0.0000Rho-68.44Eff Leverage0.0009Vega