0.30Open0.70Pre Close6 Volume427 Open Interest832.50Strike Price105.00Turnover28.81%IV4.65%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0261Delta0.0033Gamma4420.39Leverage Ratio-0.1588Theta0.0013Rho115.24Eff Leverage0.0385Vega