0.55Open0.55Pre Close2 Volume211 Open Interest155.00Strike Price110.00Turnover32.67%IV12.38%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.0966Delta0.0150Gamma276.84Leverage Ratio-0.0432Theta0.0082Rho26.75Eff Leverage0.0596Vega