0.09Open0.09Pre Close859 Volume939 Open Interest13.50Strike Price11.00KTurnover58.55%IV3.16%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3787Delta0.5910Gamma80.48Leverage Ratio-0.0548Theta0.0003Rho30.48Eff Leverage0.0042Vega