0.25Open0.24Pre Close5 Volume520 Open Interest45.00Strike Price110.00Turnover12.13%IV2.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2200Delta0.2957Gamma353.12Leverage Ratio-0.0128Theta0.0034Rho77.69Eff Leverage0.0244Vega