0.05Open0.08Pre Close22 Volume244 Open Interest22.00Strike Price110.00Turnover133.13%IV23.95%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0546Delta0.0489Gamma355.80Leverage Ratio-0.0317Theta0.0001Rho19.43Eff Leverage0.0019Vega