0.05Open0.15Pre Close22 Volume61 Open Interest26.00Strike Price110.00Turnover149.19%IV19.85%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0702Delta0.0534Gamma289.80Leverage Ratio-0.0609Theta0.0001Rho20.36Eff Leverage0.0023Vega