0.55Open0.40Pre Close2 Volume64 Open Interest5.00Strike Price110.00Turnover57.59%IV9.68%PremiumAug 16, 2024Expiry Date0.06Intrinsic Value100Multiplier22DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.5704Delta0.5443Gamma15.57Leverage Ratio-0.0068Theta0.0016Rho8.88Eff Leverage0.0049Vega