0.35Open0.20Pre Close3 Volume24 Open Interest18.00Strike Price105.00Turnover29.11%IV1.34%PremiumSep 20, 2024Expiry Date0.11Intrinsic Value100Multiplier6DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.5487Delta0.5807Gamma55.05Leverage Ratio-0.0211Theta-0.0016Rho-30.21Eff Leverage0.0093Vega