0.55Open0.40Pre Close2 Volume24 Open Interest17.00Strike Price110.00Turnover22.49%IV0.30%PremiumJan 17, 2025Expiry Date0.50Intrinsic Value100Multiplier8DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8005Delta0.5164Gamma30.00Leverage Ratio-0.0081Theta-0.0024Rho-24.02Eff Leverage0.0070Vega