0.55Open1.03Pre Close2 Volume702 Open Interest32.00Strike Price110.00Turnover46.21%IV3.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.3978Delta0.2691Gamma79.95Leverage Ratio-0.0858Theta0.0012Rho31.80Eff Leverage0.0120Vega