0.03Open0.02Pre Close4 Volume44 Open Interest26.50Strike Price11.00Turnover58.64%IV6.25%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0722Delta0.1123Gamma705.63Leverage Ratio-0.0334Theta-0.0001Rho-50.95Eff Leverage0.0029Vega