0.11Open0.20Pre Close1 Volume297 Open Interest80.00Strike Price11.00Turnover36.96%IV18.63%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0478Delta0.0152Gamma540.24Leverage Ratio-0.0131Theta0.0021Rho25.80Eff Leverage0.0176Vega