0.30Open0.25Pre Close4 Volume175 Open Interest5.00Strike Price110.00Turnover59.25%IV1.36%PremiumAug 16, 2024Expiry Date0.13Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.7176Delta1.4000Gamma29.31Leverage Ratio-0.0198Theta0.0002Rho21.03Eff Leverage0.0014Vega