0.05Open0.15Pre Close15 Volume4 Open Interest545.00Strike Price110.00Turnover39.53%IV10.07%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0080Delta0.0012Gamma9904.00Leverage Ratio-0.0404Theta0.0004Rho79.38Eff Leverage0.0106Vega