0.11Open0.40Pre Close1 Volume415 Open Interest245.00Strike Price11.00Turnover25.71%IV2.95%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0597Delta0.0275Gamma2164.45Leverage Ratio-0.1007Theta0.0007Rho129.15Eff Leverage0.0199Vega