0.10Open1.15Pre Close12 Volume53 Open Interest80.00Strike Price110.00Turnover58.92%IV8.53%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0386Delta0.0256Gamma1475.20Leverage Ratio-0.0450Theta0.0002Rho57.01Eff Leverage0.0047Vega