0.11Open0.06Pre Close1 Volume100 Open Interest172.50Strike Price11.00Turnover27.74%IV3.25%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0652Delta0.0332Gamma1619.77Leverage Ratio-0.0881Theta-0.0007Rho-105.54Eff Leverage0.0175Vega