0.05Open0.10Pre Close22 Volume53 Open Interest14.50Strike Price110.00Turnover179.04%IV28.96%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0308Delta0.0179Gamma406.80Leverage Ratio-0.0278Theta-0.0001Rho-12.55Eff Leverage0.0015Vega