0.11Open0.16Pre Close1 Volume462 Open Interest7.50Strike Price11.00Turnover48.63%IV9.42%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.3011Delta0.4178Gamma46.37Leverage Ratio-0.0069Theta0.0012Rho13.96Eff Leverage0.0060Vega