0.10Open0.46Pre Close15 Volume20 Open Interest77.00Strike Price110.00Turnover32.00%IV4.82%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0774Delta0.0513Gamma808.40Leverage Ratio-0.0433Theta-0.0007Rho-62.55Eff Leverage0.0128Vega