0.55Open0.60Pre Close2 Volume222 Open Interest195.00Strike Price110.00Turnover22.59%IV6.08%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.1992Delta0.0269Gamma175.56Leverage Ratio-0.0694Theta0.0221Rho34.97Eff Leverage0.1285Vega