0.01Open0.01Pre Close11 Volume898 Open Interest42.50Strike Price11.00Turnover148.80%IV2.61%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0382Delta0.1279Gamma4363.00Leverage Ratio-0.6976Theta0.0000Rho-166.78Eff Leverage0.0004Vega