0.11Open0.40Pre Close1 Volume415 Open Interest245.00Strike Price11.00Turnover31.00%IV2.95%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0596Delta0.0274Gamma2164.45Leverage Ratio-0.1099Theta0.0005Rho128.93Eff Leverage0.0165Vega