0.11Open0.08Pre Close10 Volume122 Open Interest24.00Strike Price110.00Turnover117.24%IV47.01%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0699Delta0.0344Gamma149.09Leverage Ratio-0.0171Theta0.0004Rho10.42Eff Leverage0.0045Vega