0.35Open0.50Pre Close3 Volume1.62K Open Interest12.50Strike Price105.00Turnover28.97%IV1.82%PremiumDec 20, 2024Expiry Date0.12Intrinsic Value100Multiplier23DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.5811Delta0.4215Gamma28.04Leverage Ratio-0.0086Theta0.0044Rho16.30Eff Leverage0.0125Vega