0.01Open0.01Pre Close11 Volume1.68K Open Interest38.00Strike Price11.00Turnover50.08%IV4.91%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0340Delta0.0682Gamma2663.33Leverage Ratio-0.0150Theta0.0000Rho-90.60Eff Leverage0.0017Vega