0.11Open0.10Pre Close1 Volume1.13K Open Interest25.00Strike Price11.00Turnover101.19%IV48.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0674Delta0.0321Gamma153.82Leverage Ratio-0.0127Theta0.0006Rho10.37Eff Leverage0.0052Vega