0.35Open0.44Pre Close3 Volume1.17K Open Interest20.00Strike Price105.00Turnover21.55%IV2.26%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4893Delta0.3977Gamma53.07Leverage Ratio-0.0113Theta0.0051Rho25.97Eff Leverage0.0186Vega