0.02Open0.28Pre Close6 Volume752 Open Interest29.50Strike Price11.00Turnover62.74%IV2.35%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0540Delta0.2493Gamma2883.25Leverage Ratio-0.1067Theta0.0000Rho155.81Eff Leverage0.0008Vega