0.01Open0.02Pre Close11 Volume2.02K Open Interest573.00Strike Price11.00Turnover115.24%IV3.27%PremiumJan 16, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0041Delta0.0016Gamma59236.00Leverage Ratio-0.8506Theta0.0000Rho-243.32Eff Leverage0.0008Vega