0.03Open0.03Pre Close3 Volume1.35K Open Interest250.00Strike Price11.00Turnover78.85%IV48.05%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0063Delta0.0007Gamma3378.00Leverage Ratio-0.0152Theta0.0004Rho21.31Eff Leverage0.0058Vega