0.06Open0.06Pre Close2 Volume1.59K Open Interest120.00Strike Price11.00Turnover69.40%IV29.56%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0139Delta0.0034Gamma1853.20Leverage Ratio-0.0172Theta0.0003Rho25.85Eff Leverage0.0054Vega