0.45Open0.34Pre Close3 Volume48 Open Interest113.00Strike Price105.00Turnover20.56%IV1.43%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.2737Delta0.1509Gamma317.58Leverage Ratio-0.1168Theta-0.0026Rho-86.91Eff Leverage0.0357Vega