0.55Open0.70Pre Close2 Volume13 Open Interest103.00Strike Price110.00Turnover23.88%IV6.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.1853Delta0.0479Gamma177.18Leverage Ratio-0.0376Theta0.0101Rho32.82Eff Leverage0.0624Vega