0.10Open0.10Pre Close11 Volume395 Open Interest62.50Strike Price110.00Turnover27.05%IV12.35%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0606Delta0.0305Gamma557.20Leverage Ratio-0.0097Theta0.0022Rho33.75Eff Leverage0.0174Vega