0.07Open0.05Pre Close3 Volume421 Open Interest30.00Strike Price11.00Turnover111.77%IV22.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0231Delta0.0229Gamma1230.00Leverage Ratio-0.0165Theta0.0000Rho28.46Eff Leverage0.0012Vega