0.07Open0.05Pre Close16 Volume18 Open Interest39.50Strike Price110.00Turnover83.80%IV10.88%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1342Delta0.0688Gamma174.00Leverage Ratio-0.0822Theta0.0005Rho23.36Eff Leverage0.0081Vega