0.07Open0.08Pre Close15 Volume281 Open Interest82.50Strike Price110.00Turnover57.30%IV10.92%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0319Delta0.0122Gamma1233.60Leverage Ratio-0.0401Theta-0.0003Rho-39.37Eff Leverage0.0073Vega