0.70Open0.56Pre Close2 Volume349 Open Interest100.00Strike Price110.00Turnover36.48%IV4.89%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1581Delta0.0482Gamma246.40Leverage Ratio-0.0946Theta-0.0027Rho-38.95Eff Leverage0.0332Vega