0.45Open0.20Pre Close3 Volume35 Open Interest67.50Strike Price105.00Turnover53.93%IV5.28%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3514Delta0.0554Gamma42.93Leverage Ratio-0.0959Theta0.0079Rho15.09Eff Leverage0.0461Vega