0.11Open0.12Pre Close1 Volume425 Open Interest35.00Strike Price11.00Turnover67.67%IV16.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0491Delta0.0217Gamma418.20Leverage Ratio-0.0226Theta-0.0005Rho-20.53Eff Leverage0.0070Vega