3.05Open2.10Pre Close36 Volume22 Open Interest8.00Strike Price11.11KTurnover211.82%IV0.09%PremiumJan 17, 2025Expiry Date3.09Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9482Delta0.0445Gamma3.52Leverage Ratio-0.0310Theta0.0008Rho3.34Eff Leverage0.0012Vega