0.11Open0.09Pre Close1 Volume2.31K Open Interest52.50Strike Price11.00Turnover22.91%IV8.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0870Delta0.0564Gamma439.00Leverage Ratio-0.0098Theta0.0026Rho38.20Eff Leverage0.0194Vega