0.11Open0.20Pre Close1 Volume145 Open Interest12.50Strike Price11.00Turnover38.75%IV4.47%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2439Delta0.4240Gamma117.91Leverage Ratio-0.0145Theta-0.0007Rho-28.76Eff Leverage0.0060Vega