0.55Open0.45Pre Close2 Volume486 Open Interest22.50Strike Price110.00Turnover34.30%IV2.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.4625Delta0.2788Gamma42.97Leverage Ratio-0.0221Theta-0.0033Rho-19.87Eff Leverage0.0165Vega