0.06Open0.16Pre Close21 Volume503 Open Interest60.00Strike Price110.00Turnover29.67%IV3.68%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0708Delta0.0858Gamma1244.80Leverage Ratio-0.0341Theta-0.0003Rho-88.07Eff Leverage0.0072Vega