0.05Open0.04Pre Close3 Volume812 Open Interest60.00Strike Price11.00Turnover139.48%IV85.51%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0114Delta0.0036Gamma1078.67Leverage Ratio-0.0091Theta0.0001Rho12.29Eff Leverage0.0018Vega