0.01Open0.03Pre Close6 Volume202 Open Interest36.00Strike Price11.00Turnover45.88%IV9.62%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0198Delta0.0237Gamma2654.00Leverage Ratio-0.0088Theta-0.0001Rho-52.55Eff Leverage0.0021Vega