0.11Open0.03Pre Close1 Volume89 Open Interest64.50Strike Price11.00Turnover93.87%IV11.54%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0477Delta0.0183Gamma661.73Leverage Ratio-0.0897Theta-0.0002Rho-31.54Eff Leverage0.0057Vega