0.11Open0.15Pre Close10 Volume76 Open Interest285.00Strike Price110.00Turnover80.66%IV15.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0120Delta0.0012Gamma3070.09Leverage Ratio-0.0858Theta-0.0003Rho-36.81Eff Leverage0.0100Vega