0.04Open0.02Pre Close38 Volume585 Open Interest118.00Strike Price110.00Turnover47.42%IV6.30%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0176Delta0.0137Gamma5551.50Leverage Ratio-0.0200Theta0.0001Rho97.61Eff Leverage0.0029Vega