0.11Open0.05Pre Close10 Volume34 Open Interest24.50Strike Price110.00Turnover36.47%IV1.03%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.3879Delta0.8265Gamma194.88Leverage Ratio-0.0927Theta0.0003Rho75.60Eff Leverage0.0049Vega