0.35Open0.65Pre Close3 Volume50 Open Interest320.00Strike Price105.00Turnover54.48%IV7.57%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0608Delta0.0089Gamma850.89Leverage Ratio-0.2614Theta0.0012Rho51.76Eff Leverage0.0300Vega