0.06Open0.10Pre Close2 Volume1.16K Open Interest57.50Strike Price11.00Turnover28.33%IV6.04%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0598Delta0.0604Gamma1085.40Leverage Ratio-0.0185Theta0.0005Rho64.93Eff Leverage0.0083Vega