0.15Open0.37Pre Close27 Volume183 Open Interest367.50Strike Price105.00Turnover29.89%IV2.38%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0227Delta0.0129Gamma10257.14Leverage Ratio-0.1893Theta0.0001Rho232.46Eff Leverage0.0075Vega