0.10Open0.01Pre Close12 Volume303 Open Interest200.00Strike Price105.00Turnover97.39%IV25.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0083Delta0.0015Gamma3973.25Leverage Ratio-0.0326Theta0.0001Rho32.96Eff Leverage0.0035Vega