0.05Open0.65Pre Close22 Volume4 Open Interest167.50Strike Price110.00Turnover45.36%IV9.97%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0151Delta0.0042Gamma3720.00Leverage Ratio-0.0318Theta-0.0003Rho-56.29Eff Leverage0.0077Vega