0.10Open0.05Pre Close11 Volume356 Open Interest27.00Strike Price110.00Turnover57.30%IV16.81%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0902Delta0.0652Gamma232.00Leverage Ratio-0.0157Theta0.0007Rho20.93Eff Leverage0.0071Vega