0.25Open0.24Pre Close5 Volume16 Open Interest15.00Strike Price110.00Turnover15.89%IV0.93%PremiumOct 18, 2024Expiry Date0.06Intrinsic Value100Multiplier13DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.5815Delta0.8681Gamma66.93Leverage Ratio-0.0081Theta0.0030Rho38.92Eff Leverage0.0111Vega