0.01Open0.02Pre Close11 Volume571 Open Interest71.00Strike Price11.00Turnover223.80%IV5.00%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0179Delta0.0282Gamma6763.00Leverage Ratio-0.8086Theta0.0000Rho120.85Eff Leverage0.0003Vega