0.08Open0.02Pre Close2 Volume8 Open Interest115.00Strike Price11.00Turnover24.42%IV9.72%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0184Delta0.0099Gamma3494.67Leverage Ratio-0.0084Theta0.0006Rho64.29Eff Leverage0.0084Vega