0.04Open0.05Pre Close3 Volume247 Open Interest10.00Strike Price11.00Turnover40.07%IV15.42%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0821Delta0.1820Gamma289.67Leverage Ratio-0.0031Theta0.0004Rho23.79Eff Leverage0.0032Vega