0.01Open0.01Pre Close11 Volume27.34K Open Interest55.00Strike Price11.00Turnover391.70%IV59.17%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0008Delta0.0001Gamma13467.00Leverage Ratio-0.0099Theta0.0000Rho-11.21Eff Leverage0.0003Vega