0.05Open0.65Pre Close3 Volume13 Open Interest7.50Strike Price110.00Turnover159.64%IV1.43%PremiumJul 19, 2024Expiry Date0.88Intrinsic Value100Multiplier7DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.7228Delta0.1686Gamma6.57Leverage Ratio-0.0431Theta0.0011Rho4.75Eff Leverage0.0042Vega