0.03Open0.03Pre Close4 Volume159 Open Interest89.00Strike Price11.00Turnover46.42%IV7.35%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0274Delta0.0218Gamma2764.50Leverage Ratio-0.0278Theta0.0001Rho75.74Eff Leverage0.0039Vega