0.22Open0.35Pre Close5 Volume624 Open Interest35.00Strike Price110.00Turnover13.03%IV1.67%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.3611Delta0.4549Gamma173.20Leverage Ratio-0.0145Theta0.0041Rho62.54Eff Leverage0.0237Vega