0.35Open0.12Pre Close3 Volume415 Open Interest145.00Strike Price105.00Turnover92.35%IV21.09%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0230Delta0.0024Gamma916.50Leverage Ratio-0.0847Theta-0.0007Rho-21.09Eff Leverage0.0132Vega