0.05Open0.10Pre Close22 Volume31 Open Interest195.00Strike Price110.00Turnover230.78%IV27.95%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0097Delta0.0017Gamma3048.80Leverage Ratio-0.2480Theta0.0000Rho29.64Eff Leverage0.0018Vega