0.05Open0.20Pre Close22 Volume1.91K Open Interest5430.00Strike Price110.00Turnover37.55%IV3.30%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type-0.0025Delta0.0001Gamma112307.00Leverage Ratio-0.6968Theta-0.0001Rho-279.54Eff Leverage0.0139Vega