0.03Open0.03Pre Close4 Volume159 Open Interest89.00Strike Price11.00Turnover46.99%IV7.41%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0266Delta0.0205Gamma2763.00Leverage Ratio-0.0273Theta0.0001Rho73.52Eff Leverage0.0039Vega