0.11Open0.62Pre Close1 Volume149 Open Interest85.00Strike Price11.00Turnover51.58%IV25.11%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0449Delta0.0111Gamma453.53Leverage Ratio-0.0186Theta0.0017Rho20.35Eff Leverage0.0156Vega