0.02Open0.01Pre Close4 Volume447 Open Interest172.50Strike Price11.00Turnover45.22%IV6.34%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0332Delta0.0137Gamma2318.29Leverage Ratio-0.0647Theta0.0003Rho77.08Eff Leverage0.0089Vega