0.11Open0.08Pre Close10 Volume122 Open Interest24.00Strike Price110.00Turnover116.32%IV44.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0700Delta0.0346Gamma151.18Leverage Ratio-0.0170Theta0.0004Rho10.59Eff Leverage0.0045Vega