0.05Open0.05Pre Close22 Volume203 Open Interest2.50Strike Price110.00Turnover153.15%IV53.61%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1779Delta0.4271Gamma33.20Leverage Ratio-0.0038Theta0.0001Rho5.91Eff Leverage0.0010Vega