0.55Open0.45Pre Close2 Volume7 Open Interest540.00Strike Price110.00Turnover26.45%IV0.87%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.3240Delta0.0370Gamma262.27Leverage Ratio-1.1974Theta-0.0076Rho-84.98Eff Leverage0.1320Vega
JonSnow : Statistical proof?