0.03Open0.09Pre Close5 Volume506 Open Interest40.00Strike Price11.00Turnover28.35%IV2.96%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0527Delta0.1583Gamma2591.33Leverage Ratio-0.0149Theta0.0001Rho136.63Eff Leverage0.0026Vega