0.55Open0.63Pre Close2 Volume182 Open Interest21.00Strike Price110.00Turnover47.04%IV6.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.3272Delta0.1380Gamma36.57Leverage Ratio-0.0194Theta-0.0045Rho-11.97Eff Leverage0.0201Vega