0.01Open0.03Pre Close11 Volume1.02K Open Interest25.16Strike Price11.00Turnover250.24%IV21.48%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0157Delta0.0215Gamma2072.00Leverage Ratio-0.0717Theta0.0000Rho32.63Eff Leverage0.0003Vega