0.01Open0.03Pre Close11 Volume111 Open Interest86.00Strike Price11.00Turnover50.31%IV7.14%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0099Delta0.0089Gamma9260.00Leverage Ratio-0.0100Theta0.0000Rho-91.37Eff Leverage0.0016Vega