0.55Open0.85Pre Close2 Volume522 Open Interest6.00Strike Price110.00Turnover74.55%IV0.77%PremiumDec 20, 2024Expiry Date0.50Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8424Delta0.4427Gamma11.82Leverage Ratio-0.0148Theta0.0006Rho9.96Eff Leverage0.0018Vega