0.30Open0.60Pre Close4 Volume795 Open Interest25.00Strike Price110.00Turnover41.28%IV1.65%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.4371Delta0.4559Gamma90.33Leverage Ratio-0.0745Theta0.0008Rho39.48Eff Leverage0.0082Vega