0.25Open0.24Pre Close5 Volume16 Open Interest15.00Strike Price110.00Turnover15.79%IV0.93%PremiumOct 18, 2024Expiry Date0.06Intrinsic Value100Multiplier13DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.5818Delta0.8688Gamma66.93Leverage Ratio-0.0080Theta0.0031Rho38.94Eff Leverage0.0111Vega