0.01Open0.03Pre Close110 Volume834 Open Interest77.50Strike Price110.00Turnover86.48%IV22.86%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0033Delta0.0010Gamma10045.00Leverage Ratio-0.0074Theta0.0000Rho-33.31Eff Leverage0.0011Vega