0.55Open1.15Pre Close2 Volume71 Open Interest120.00Strike Price110.00Turnover26.54%IV1.26%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.3358Delta0.1491Gamma219.96Leverage Ratio-0.2321Theta-0.0022Rho-73.87Eff Leverage0.0336Vega