0.55Open1.50Pre Close2 Volume81 Open Interest21.00Strike Price105.00Turnover34.53%IV2.57%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.4662Delta0.3120Gamma44.29Leverage Ratio-0.0216Theta-0.0028Rho-20.65Eff Leverage0.0147Vega