0.01Open0.02Pre Close11 Volume2.02K Open Interest573.00Strike Price11.00Turnover100.16%IV3.29%PremiumJan 16, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0042Delta0.0016Gamma59251.00Leverage Ratio-0.6759Theta0.0000Rho-249.79Eff Leverage0.0009Vega