0.05Open0.03Pre Close17 Volume1.15K Open Interest16.00Strike Price110.00Turnover69.38%IV5.24%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1625Delta0.3441Gamma254.33Leverage Ratio-0.0493Theta0.0001Rho41.32Eff Leverage0.0025Vega