0.55Open0.80Pre Close2 Volume125 Open Interest200.00Strike Price110.00Turnover27.91%IV10.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.0952Delta0.0133Gamma330.13Leverage Ratio-0.0484Theta0.0105Rho31.42Eff Leverage0.0769Vega