0.30Open0.40Pre Close4 Volume781 Open Interest5.00Strike Price105.00Turnover73.78%IV8.22%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.3608Delta0.4077Gamma20.92Leverage Ratio-0.0082Theta-0.0011Rho-7.55Eff Leverage0.0047Vega