0.30Open0.70Pre Close6 Volume427 Open Interest832.50Strike Price105.00Turnover26.29%IV4.65%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0261Delta0.0033Gamma4420.39Leverage Ratio-0.1443Theta0.0016Rho115.34Eff Leverage0.0422Vega