0.01Open0.03Pre Close11 Volume111 Open Interest86.00Strike Price11.00Turnover43.95%IV7.12%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0096Delta0.0085Gamma9258.00Leverage Ratio-0.0097Theta0.0000Rho-89.28Eff Leverage0.0018Vega