0.10Open1.15Pre Close12 Volume53 Open Interest80.00Strike Price110.00Turnover59.40%IV8.52%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0384Delta0.0252Gamma1475.30Leverage Ratio-0.0450Theta0.0002Rho56.62Eff Leverage0.0046Vega