0.07Open0.08Pre Close15 Volume281 Open Interest82.50Strike Price110.00Turnover56.98%IV10.50%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0347Delta0.0134Gamma1151.13Leverage Ratio-0.0434Theta-0.0004Rho-39.92Eff Leverage0.0077Vega