0.11Open0.20Pre Close1 Volume445 Open Interest60.00Strike Price11.00Turnover60.59%IV14.87%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0886Delta0.0316Gamma261.65Leverage Ratio-0.0428Theta0.0011Rho23.18Eff Leverage0.0135Vega