0.03Open0.13Pre Close5 Volume2 Open Interest57.00Strike Price11.00Turnover84.88%IV15.35%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0399Delta0.0130Gamma611.91Leverage Ratio-0.0517Theta-0.0003Rho-24.39Eff Leverage0.0067Vega