0.11Open0.10Pre Close1 Volume759 Open Interest65.00Strike Price11.00Turnover34.43%IV6.40%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0752Delta0.0443Gamma630.27Leverage Ratio-0.0325Theta-0.0009Rho-47.39Eff Leverage0.0132Vega