0.11Open0.08Pre Close10 Volume122 Open Interest24.00Strike Price110.00Turnover111.07%IV43.17%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0713Delta0.0360Gamma153.09Leverage Ratio-0.0168Theta0.0004Rho10.92Eff Leverage0.0046Vega