0.55Open0.65Pre Close2 Volume118 Open Interest5.00Strike Price110.00Turnover66.85%IV1.09%PremiumJul 19, 2024Expiry Date0.49Intrinsic Value100Multiplier8DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8320Delta0.4393Gamma9.98Leverage Ratio-0.0087Theta0.0010Rho8.30Eff Leverage0.0021Vega