0.55Open0.49Pre Close2 Volume619 Open Interest30.00Strike Price110.00Turnover46.08%IV0.37%PremiumDec 20, 2024Expiry Date0.44Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.5989Delta0.2534Gamma34.78Leverage Ratio-0.0657Theta-0.0021Rho-20.83Eff Leverage0.0128Vega