0.10Open0.40Pre Close9 Volume18 Open Interest552.50Strike Price105.00Turnover54.63%IV12.41%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0162Delta0.0015Gamma3277.67Leverage Ratio-0.1111Theta0.0008Rho53.01Eff Leverage0.0195Vega