0.11Open0.05Pre Close1 Volume51 Open Interest495.00Strike Price11.00Turnover142.68%IV5.87%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0229Delta0.0042Gamma4251.32Leverage Ratio-2.3569Theta0.0000Rho97.34Eff Leverage0.0049Vega