0.03Open0.02Pre Close5 Volume1.04K Open Interest22.00Strike Price11.00Turnover41.83%IV3.89%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0821Delta0.2293Gamma914.80Leverage Ratio-0.0223Theta-0.0001Rho-75.09Eff Leverage0.0024Vega