0.27Open0.31Pre Close4 Volume516 Open Interest187.50Strike Price110.00Turnover25.23%IV2.86%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.1131Delta0.0426Gamma755.87Leverage Ratio-0.1288Theta-0.0018Rho-85.47Eff Leverage0.0342Vega