0.35Open0.44Pre Close3 Volume1.17K Open Interest20.00Strike Price105.00Turnover21.65%IV2.26%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4892Delta0.3975Gamma53.07Leverage Ratio-0.0114Theta0.0051Rho25.96Eff Leverage0.0185Vega