0.05Open0.05Pre Close2 Volume1.44K Open Interest35.00Strike Price11.00Turnover36.96%IV8.28%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1074Delta0.0930Gamma323.80Leverage Ratio-0.0182Theta0.0009Rho34.78Eff Leverage0.0099Vega