0.35Open0.85Pre Close3 Volume708 Open Interest7.50Strike Price105.00Turnover128.46%IV1.82%PremiumNov 15, 2024Expiry Date0.21Intrinsic Value100Multiplier0DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.7250Delta0.8971Gamma28.04Leverage Ratio-0.1233Theta0.0001Rho20.33Eff Leverage0.0010Vega