0.05Open0.35Pre Close22 Volume2 Open Interest165.00Strike Price110.00Turnover58.10%IV46.01%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0090Delta0.0014Gamma2260.80Leverage Ratio-0.0081Theta0.0007Rho20.43Eff Leverage0.0073Vega