0.15Open0.10Pre Close9 Volume343 Open Interest17.50Strike Price110.00Turnover170.93%IV24.47%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1011Delta0.0796Gamma141.40Leverage Ratio-0.0579Theta0.0001Rho14.29Eff Leverage0.0023Vega