0.11Open0.05Pre Close1 Volume13 Open Interest12.50Strike Price11.00Turnover51.28%IV6.49%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1980Delta0.2889Gamma120.45Leverage Ratio-0.0182Theta-0.0005Rho-23.85Eff Leverage0.0052Vega