0.11Open0.15Pre Close1 Volume33 Open Interest89.00Strike Price11.00Turnover74.86%IV18.69%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0399Delta0.0122Gamma682.55Leverage Ratio-0.0473Theta0.0005Rho27.22Eff Leverage0.0081Vega