0.55Open0.29Pre Close2 Volume66 Open Interest80.50Strike Price110.00Turnover18.15%IV0.23%PremiumDec 6, 2024Expiry Date0.36Intrinsic Value100Multiplier1DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.7375Delta0.3778Gamma134.77Leverage Ratio-0.1324Theta0.0020Rho99.39Eff Leverage0.0155Vega