0.01Open0.01Pre Close110 Volume646 Open Interest39.00Strike Price110.00Turnover83.42%IV5.48%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0228Delta0.0463Gamma4125.00Leverage Ratio-0.0693Theta0.0000Rho-93.86Eff Leverage0.0008Vega