0.11Open0.20Pre Close1 Volume6 Open Interest1.00Strike Price11.00Turnover117.74%IV11.11%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.5567Delta1.4356Gamma9.08Leverage Ratio-0.0028Theta0.0002Rho5.06Eff Leverage0.0009Vega