0.55Open0.29Pre Close2 Volume66 Open Interest80.50Strike Price110.00Turnover19.59%IV0.17%PremiumDec 6, 2024Expiry Date0.41Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6933Delta0.3786Gamma128.43Leverage Ratio-0.1641Theta0.0019Rho89.04Eff Leverage0.0166Vega