0.05Open0.35Pre Close22 Volume2 Open Interest165.00Strike Price110.00Turnover59.03%IV46.09%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0090Delta0.0014Gamma2259.50Leverage Ratio-0.0081Theta0.0007Rho20.26Eff Leverage0.0072Vega