0.10Open0.40Pre Close7 Volume139 Open Interest13.00Strike Price105.00Turnover54.02%IV0.47%PremiumSep 20, 2024Expiry Date0.14Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6427Delta1.0298Gamma57.16Leverage Ratio-0.0685Theta-0.0002Rho-36.73Eff Leverage0.0025Vega