0.30Open0.25Pre Close4 Volume175 Open Interest5.00Strike Price110.00Turnover81.71%IV1.56%PremiumAug 16, 2024Expiry Date0.12Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.6485Delta1.0945Gamma25.60Leverage Ratio-0.0296Theta0.0002Rho16.60Eff Leverage0.0015Vega